ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 02-Dec-2014

Day Change Summary
	Previous	Current
	01-Dec-2014	02-Dec-2014	Change	Change %	Previous Week
Open	127-065	126-250	-0-135	-0.3%	126-000
High	127-155	126-265	-0-210	-0.5%	127-055
Low	126-225	126-085	-0-140	-0.3%	125-260
Close	126-295	126-110	-0-185	-0.5%	127-015
Range	0-250	0-180	-0-070	-28.0%	1-115
ATR	0-164	0-168	0-003	2.0%	0-000
Volume	1,417,965	1,286,519	-131,446	-9.3%	4,202,303

Daily Pivots for day following 02-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-053	127-262	126-209
R3	127-193	127-082	126-160
R2	127-013	127-013	126-143
R1	126-222	126-222	126-126	126-188
PP	126-153	126-153	126-153	126-136
S1	126-042	126-042	126-094	126-008
S2	125-293	125-293	126-077
S3	125-113	125-182	126-060
S4	124-253	125-002	126-011

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	130-242	130-083	127-254
R3	129-127	128-288	127-135
R2	128-012	128-012	127-095
R1	127-173	127-173	127-055	127-252
PP	126-217	126-217	126-217	126-256
S1	126-058	126-058	126-295	126-138
S2	125-102	125-102	126-255
S3	123-307	124-263	126-215
S4	122-192	123-148	126-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-155	126-000	1-155	1.2%	0-174	0.4%	23%	False	False	1,317,204
10	127-155	125-170	1-305	1.5%	0-149	0.4%	42%	False	False	728,864
20	127-155	125-050	2-105	1.8%	0-154	0.4%	51%	False	False	369,258
40	129-280	124-150	5-130	4.3%	0-190	0.5%	35%	False	False	185,738
60	129-280	122-210	7-070	5.7%	0-145	0.4%	51%	False	False	123,931
80	129-280	122-210	7-070	5.7%	0-110	0.3%	51%	False	False	92,948
100	129-280	122-210	7-070	5.7%	0-088	0.2%	51%	False	False	74,359
120	129-280	122-110	7-170	6.0%	0-075	0.2%	53%	False	False	61,966

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	129-070
2.618	128-096
1.618	127-236
1.000	127-125
0.618	127-056
HIGH	126-265
0.618	126-196
0.500	126-175
0.382	126-154
LOW	126-085
0.618	125-294
1.000	125-225
1.618	125-114
2.618	124-254
4.250	123-280

Fisher Pivots for day following 02-Dec-2014
Pivot	1 day	3 day
R1	126-175	126-280
PP	126-153	126-223
S1	126-132	126-167

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

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