ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	119-072	119-007	-0-065	-0.2%	118-177
High	119-110	119-187	0-077	0.2%	119-187
Low	118-260	118-315	0-055	0.1%	118-105
Close	119-000	119-127	0-127	0.3%	119-127
Range	0-170	0-192	0-022	12.9%	1-082
ATR	0-113	0-119	0-006	5.0%	0-000
Volume	848,151	774,886	-73,265	-8.6%	3,546,805

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-039	120-275	119-233
R3	120-167	120-083	119-180
R2	119-295	119-295	119-162
R1	119-211	119-211	119-145	119-253
PP	119-103	119-103	119-103	119-124
S1	119-019	119-019	119-109	119-061
S2	118-231	118-231	119-092
S3	118-039	118-147	119-074
S4	117-167	117-275	119-021

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-279	122-125	120-028
R3	121-197	121-043	119-238
R2	120-115	120-115	119-201
R1	119-281	119-281	119-164	120-038
PP	119-033	119-033	119-033	119-072
S1	118-199	118-199	119-090	118-276
S2	117-271	117-271	119-053
S3	116-189	117-117	119-016
S4	115-107	116-035	118-226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-187	118-105	1-082	1.1%	0-157	0.4%	85%	True	False	709,361
10	119-255	118-105	1-150	1.2%	0-140	0.4%	73%	False	False	711,817
20	119-255	118-105	1-150	1.2%	0-113	0.3%	73%	False	False	505,957
40	119-255	118-090	1-165	1.3%	0-097	0.3%	74%	False	False	254,654
60	121-010	117-030	3-300	3.3%	0-082	0.2%	58%	False	False	169,925
80	121-010	117-000	4-010	3.4%	0-061	0.2%	59%	False	False	127,452

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-043
2.618	121-050
1.618	120-178
1.000	120-059
0.618	119-306
HIGH	119-187
0.618	119-114
0.500	119-091
0.382	119-068
LOW	118-315
0.618	118-196
1.000	118-123
1.618	118-004
2.618	117-132
4.250	116-139

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	119-115	119-106
PP	119-103	119-085
S1	119-091	119-064

Download as Excel Spreadsheet

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

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