ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	118-242	118-260	0-018	0.0%	119-140
High	118-297	118-285	-0-012	0.0%	119-300
Low	118-220	118-217	-0-003	0.0%	118-205
Close	118-252	118-240	-0-012	0.0%	118-252
Range	0-077	0-068	-0-009	-11.7%	1-095
ATR	0-133	0-129	-0-005	-3.5%	0-000
Volume	460,914	301,189	-159,725	-34.7%	3,802,375

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-131	119-094	118-277
R3	119-063	119-026	118-259
R2	118-315	118-315	118-252
R1	118-278	118-278	118-246	118-262
PP	118-247	118-247	118-247	118-240
S1	118-210	118-210	118-234	118-194
S2	118-179	118-179	118-228
S3	118-111	118-142	118-221
S4	118-043	118-074	118-203

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%	0-151	0.4%	8%	False	False	677,600
10	119-300	118-200	1-100	1.1%	0-154	0.4%	10%	False	False	704,562
20	119-300	118-105	1-195	1.4%	0-131	0.3%	26%	False	False	694,094
40	119-300	118-090	1-210	1.4%	0-108	0.3%	28%	False	False	356,853
60	121-010	117-130	3-200	3.1%	0-097	0.3%	37%	False	False	238,314
80	121-010	117-000	4-010	3.4%	0-072	0.2%	43%	False	False	178,744

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	119-254
2.618	119-143
1.618	119-075
1.000	119-033
0.618	119-007
HIGH	118-285
0.618	118-259
0.500	118-251
0.382	118-243
LOW	118-217
0.618	118-175
1.000	118-149
1.618	118-107
2.618	118-039
4.250	117-248

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	118-251	118-284
PP	118-247	118-269
S1	118-244	118-254

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

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