ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	118-207	118-252	0-045	0.1%	118-260
High	118-282	118-300	0-018	0.0%	118-285
Low	118-205	118-240	0-035	0.1%	118-082
Close	118-247	118-297	0-050	0.1%	118-135
Range	0-077	0-060	-0-017	-22.1%	0-203
ATR	0-116	0-112	-0-004	-3.5%	0-000
Volume	232,873	208,244	-24,629	-10.6%	974,172

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-139	119-118	119-010
R3	119-079	119-058	118-314
R2	119-019	119-019	118-308
R1	118-318	118-318	118-302	119-008
PP	118-279	118-279	118-279	118-284
S1	118-258	118-258	118-292	118-268
S2	118-219	118-219	118-286
S3	118-159	118-198	118-280
S4	118-099	118-138	118-264

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	118-300	118-082	0-218	0.6%	0-072	0.2%	99%	True	False	190,952
10	119-190	118-082	1-108	1.1%	0-103	0.3%	50%	False	False	394,077
20	119-300	118-082	1-218	1.4%	0-128	0.3%	40%	False	False	558,029
40	119-300	118-082	1-218	1.4%	0-107	0.3%	40%	False	False	390,421
60	121-010	118-040	2-290	2.4%	0-105	0.3%	28%	False	False	260,887
80	121-010	117-000	4-010	3.4%	0-079	0.2%	48%	False	False	195,672
100	121-010	117-000	4-010	3.4%	0-063	0.2%	48%	False	False	156,544

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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-235
2.618	119-137
1.618	119-077
1.000	119-040
0.618	119-017
HIGH	118-300
0.618	118-277
0.500	118-270
0.382	118-263
LOW	118-240
0.618	118-203
1.000	118-180
1.618	118-143
2.618	118-083
4.250	117-305

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	118-288	118-268
PP	118-279	118-239
S1	118-270	118-210

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

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