ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 26-Dec-2014

Day Change Summary
	Previous	Current
	24-Dec-2014	26-Dec-2014	Change	Change %	Previous Week
Open	118-132	118-137	0-005	0.0%	118-260
High	118-170	118-152	-0-018	0.0%	118-285
Low	118-082	118-115	0-033	0.1%	118-082
Close	118-127	118-135	0-008	0.0%	118-135
Range	0-088	0-037	-0-051	-58.0%	0-203
ATR	0-127	0-121	-0-006	-5.1%	0-000
Volume	196,229	77,044	-119,185	-60.7%	974,172

Daily Pivots for day following 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-245	118-227	118-155
R3	118-208	118-190	118-145
R2	118-171	118-171	118-142
R1	118-153	118-153	118-138	118-144
PP	118-134	118-134	118-134	118-129
S1	118-116	118-116	118-132	118-106
S2	118-097	118-097	118-128
S3	118-060	118-079	118-125
S4	118-023	118-042	118-115

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-136	120-019	118-247
R3	119-253	119-136	118-191
R2	119-050	119-050	118-172
R1	118-253	118-253	118-154	118-210
PP	118-167	118-167	118-167	118-146
S1	118-050	118-050	118-116	118-007
S2	117-284	117-284	118-098
S3	117-081	117-167	118-079
S4	116-198	116-284	118-023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-297	118-082	0-215	0.6%	0-084	0.2%	25%	False	False	287,017
10	119-300	118-082	1-218	1.4%	0-137	0.4%	10%	False	False	555,143
20	119-300	118-082	1-218	1.4%	0-133	0.4%	10%	False	False	616,051
40	119-300	118-082	1-218	1.4%	0-107	0.3%	10%	False	False	373,551
60	121-010	117-200	3-130	2.9%	0-101	0.3%	23%	False	False	249,529
80	121-010	117-000	4-010	3.4%	0-076	0.2%	35%	False	False	187,155
100	121-010	117-000	4-010	3.4%	0-061	0.2%	35%	False	False	149,731

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	0-028
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	118-309
2.618	118-249
1.618	118-212
1.000	118-189
0.618	118-175
HIGH	118-152
0.618	118-138
0.500	118-134
0.382	118-129
LOW	118-115
0.618	118-092
1.000	118-078
1.618	118-055
2.618	118-018
4.250	117-278

Fisher Pivots for day following 26-Dec-2014
Pivot	1 day	3 day
R1	118-134	118-172
PP	118-134	118-160
S1	118-134	118-147

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

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