ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 08-Dec-2014

Day Change Summary
	Previous	Current
	05-Dec-2014	08-Dec-2014	Change	Change %	Previous Week
Open	119-060	118-177	-0-203	-0.5%	119-177
High	119-062	118-255	-0-127	-0.3%	119-255
Low	118-165	118-105	-0-060	-0.2%	118-165
Close	118-185	118-215	0-030	0.1%	118-185
Range	0-217	0-150	-0-067	-30.9%	1-090
ATR	0-101	0-104	0-004	3.5%	0-000
Volume	966,897	604,741	-362,156	-37.5%	3,571,369

Daily Pivots for day following 08-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-002	119-258	118-298
R3	119-172	119-108	118-256
R2	119-022	119-022	118-242
R1	118-278	118-278	118-229	118-310
PP	118-192	118-192	118-192	118-208
S1	118-128	118-128	118-201	118-160
S2	118-042	118-042	118-188
S3	117-212	117-298	118-174
S4	117-062	117-148	118-132

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-258	121-312	119-090
R3	121-168	120-222	118-298
R2	120-078	120-078	118-260
R1	119-132	119-132	118-223	119-060
PP	118-308	118-308	118-308	118-272
S1	118-042	118-042	118-147	117-290
S2	117-218	117-218	118-110
S3	116-128	116-272	118-072
S4	115-038	115-182	117-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-127	118-105	1-022	0.9%	0-122	0.3%	32%	False	True	682,777
10	119-255	118-105	1-150	1.2%	0-108	0.3%	23%	False	True	683,626
20	119-255	118-105	1-150	1.2%	0-094	0.2%	23%	False	True	360,086
40	121-010	118-090	2-240	2.3%	0-098	0.3%	14%	False	False	181,233
60	121-010	117-000	4-010	3.4%	0-071	0.2%	41%	False	False	120,892
80	121-010	117-000	4-010	3.4%	0-053	0.1%	41%	False	False	90,678

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-252
2.618	120-008
1.618	119-178
1.000	119-085
0.618	119-028
HIGH	118-255
0.618	118-198
0.500	118-180
0.382	118-162
LOW	118-105
0.618	118-012
1.000	117-275
1.618	117-182
2.618	117-032
4.250	116-108

Fisher Pivots for day following 08-Dec-2014
Pivot	1 day	3 day
R1	118-203	118-244
PP	118-192	118-234
S1	118-180	118-224

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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