ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 30-Dec-2014

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	118-125	118-207	0-082	0.2%	118-260
High	118-220	118-282	0-062	0.2%	118-285
Low	118-120	118-205	0-085	0.2%	118-082
Close	118-207	118-247	0-040	0.1%	118-135
Range	0-100	0-077	-0-023	-23.0%	0-203
ATR	0-119	0-116	-0-003	-2.5%	0-000
Volume	240,370	232,873	-7,497	-3.1%	974,172

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-156	119-118	118-289
R3	119-079	119-041	118-268
R2	119-002	119-002	118-261
R1	118-284	118-284	118-254	118-303
PP	118-245	118-245	118-245	118-254
S1	118-207	118-207	118-240	118-226
S2	118-168	118-168	118-233
S3	118-091	118-130	118-226
S4	118-014	118-053	118-205

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	118-282	118-082	0-200	0.5%	0-091	0.2%	83%	True	False	229,245
10	119-300	118-082	1-218	1.4%	0-121	0.3%	31%	False	False	453,422
20	119-300	118-082	1-218	1.4%	0-130	0.3%	31%	False	False	580,287
40	119-300	118-082	1-218	1.4%	0-109	0.3%	31%	False	False	385,284
60	121-010	117-280	3-050	2.7%	0-104	0.3%	28%	False	False	257,416
80	121-010	117-000	4-010	3.4%	0-078	0.2%	44%	False	False	193,070
100	121-010	117-000	4-010	3.4%	0-062	0.2%	44%	False	False	154,462

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	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-289
2.618	119-164
1.618	119-087
1.000	119-039
0.618	119-010
HIGH	118-282
0.618	118-253
0.500	118-244
0.382	118-234
LOW	118-205
0.618	118-157
1.000	118-128
1.618	118-080
2.618	118-003
4.250	117-198

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	118-246	118-231
PP	118-245	118-215
S1	118-244	118-198

Download as Excel Spreadsheet

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

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