ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	119-140	119-065	-0-075	-0.2%	118-177
High	119-185	119-300	0-115	0.3%	119-187
Low	119-040	119-062	0-022	0.1%	118-105
Close	119-047	119-137	0-090	0.2%	119-127
Range	0-145	0-238	0-093	64.1%	1-082
ATR	0-121	0-130	0-009	7.8%	0-000
Volume	715,564	801,699	86,135	12.0%	3,546,805

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-240	121-107	119-268
R3	121-002	120-189	119-202
R2	120-084	120-084	119-181
R1	119-271	119-271	119-159	120-018
PP	119-166	119-166	119-166	119-200
S1	119-033	119-033	119-115	119-100
S2	118-248	118-248	119-093
S3	118-010	118-115	119-072
S4	117-092	117-197	119-006

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	119-300	118-260	1-040	0.9%	0-177	0.5%	55%	True	False	739,791
10	119-300	118-105	1-195	1.3%	0-152	0.4%	68%	True	False	721,981
20	119-300	118-105	1-195	1.3%	0-121	0.3%	68%	True	False	580,660
40	119-300	118-090	1-210	1.4%	0-103	0.3%	69%	True	False	292,438
60	121-010	117-080	3-250	3.2%	0-088	0.2%	58%	False	False	195,211
80	121-010	117-000	4-010	3.4%	0-066	0.2%	60%	False	False	146,417

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	123-032
2.618	121-283
1.618	121-045
1.000	120-218
0.618	120-127
HIGH	119-300
0.618	119-209
0.500	119-181
0.382	119-153
LOW	119-062
0.618	118-235
1.000	118-144
1.618	117-317
2.618	117-079
4.250	116-010

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	119-181	119-148
PP	119-166	119-144
S1	119-152	119-140

Download as Excel Spreadsheet

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

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