ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	118-305	118-242	-0-063	-0.2%	119-140
High	119-042	118-297	-0-065	-0.2%	119-300
Low	118-205	118-220	0-015	0.0%	118-205
Close	118-245	118-252	0-007	0.0%	118-252
Range	0-157	0-077	-0-080	-51.0%	1-095
ATR	0-138	0-133	-0-004	-3.1%	0-000
Volume	777,826	460,914	-316,912	-40.7%	3,802,375

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-167	119-127	118-294
R3	119-090	119-050	118-273
R2	119-013	119-013	118-266
R1	118-293	118-293	118-259	118-313
PP	118-256	118-256	118-256	118-266
S1	118-216	118-216	118-245	118-236
S2	118-179	118-179	118-238
S3	118-102	118-139	118-231
S4	118-025	118-062	118-210

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-004	122-063	119-160
R3	121-229	120-288	119-046
R2	120-134	120-134	119-008
R1	119-193	119-193	118-290	119-116
PP	119-039	119-039	119-039	119-000
S1	118-098	118-098	118-214	118-021
S2	117-264	117-264	118-176
S3	116-169	117-003	118-138
S4	115-074	115-228	118-024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-300	118-205	1-095	1.1%	0-166	0.4%	11%	False	False	760,475
10	119-300	118-105	1-195	1.4%	0-162	0.4%	29%	False	False	734,918
20	119-300	118-105	1-195	1.4%	0-131	0.3%	29%	False	False	686,769
40	119-300	118-090	1-210	1.4%	0-108	0.3%	31%	False	False	349,344
60	121-010	117-100	3-230	3.1%	0-095	0.3%	40%	False	False	233,295
80	121-010	117-000	4-010	3.4%	0-072	0.2%	44%	False	False	174,979

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	119-304
2.618	119-179
1.618	119-102
1.000	119-054
0.618	119-025
HIGH	118-297
0.618	118-268
0.500	118-258
0.382	118-249
LOW	118-220
0.618	118-172
1.000	118-143
1.618	118-095
2.618	118-018
4.250	117-213

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	118-258	119-038
PP	118-256	119-002
S1	118-254	118-287

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

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