ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 24-Dec-2014

Day Change Summary
	Previous	Current
	23-Dec-2014	24-Dec-2014	Change	Change %	Previous Week
Open	118-240	118-132	-0-108	-0.3%	119-140
High	118-262	118-170	-0-092	-0.2%	119-300
Low	118-110	118-082	-0-028	-0.1%	118-205
Close	118-132	118-127	-0-005	0.0%	118-252
Range	0-152	0-088	-0-064	-42.1%	1-095
ATR	0-130	0-127	-0-003	-2.3%	0-000
Volume	399,710	196,229	-203,481	-50.9%	3,802,375

Daily Pivots for day following 24-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-070	119-027	118-175
R3	118-302	118-259	118-151
R2	118-214	118-214	118-143
R1	118-171	118-171	118-135	118-148
PP	118-126	118-126	118-126	118-115
S1	118-083	118-083	118-119	118-060
S2	118-038	118-038	118-111
S3	117-270	117-315	118-103
S4	117-182	117-227	118-079

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	119-042	118-082	0-280	0.7%	0-108	0.3%	16%	False	True	427,173
10	119-300	118-082	1-218	1.4%	0-150	0.4%	8%	False	True	632,254
20	119-300	118-082	1-218	1.4%	0-135	0.4%	8%	False	True	653,086
40	119-300	118-082	1-218	1.4%	0-111	0.3%	8%	False	True	371,647
60	121-010	117-200	3-130	2.9%	0-101	0.3%	23%	False	False	248,245
80	121-010	117-000	4-010	3.4%	0-075	0.2%	35%	False	False	186,192
100	121-010	117-000	4-010	3.4%	0-060	0.2%	35%	False	False	148,960

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-224
2.618	119-080
1.618	118-312
1.000	118-258
0.618	118-224
HIGH	118-170
0.618	118-136
0.500	118-126
0.382	118-116
LOW	118-082
0.618	118-028
1.000	117-314
1.618	117-260
2.618	117-172
4.250	117-028

Fisher Pivots for day following 24-Dec-2014
Pivot	1 day	3 day
R1	118-127	118-184
PP	118-126	118-165
S1	118-126	118-146

Download as Excel Spreadsheet

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

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