ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	126-250	126-100	-0-150	-0.4%	126-000
High	126-265	126-135	-0-130	-0.3%	127-055
Low	126-085	126-050	-0-035	-0.1%	125-260
Close	126-110	126-090	-0-020	0.0%	127-015
Range	0-180	0-085	-0-095	-52.8%	1-115
ATR	0-168	0-162	-0-006	-3.5%	0-000
Volume	1,286,519	1,141,674	-144,845	-11.3%	4,202,303

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	127-027	126-303	126-137
R3	126-262	126-218	126-113
R2	126-177	126-177	126-106
R1	126-133	126-133	126-098	126-112
PP	126-092	126-092	126-092	126-081
S1	126-048	126-048	126-082	126-028
S2	126-007	126-007	126-074
S3	125-242	125-283	126-067
S4	125-157	125-198	126-043

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	126-050	1-105	1.1%	0-158	0.4%	9%	False	True	1,153,524
10	127-155	125-170	1-305	1.5%	0-148	0.4%	38%	False	False	839,591
20	127-155	125-050	2-105	1.8%	0-153	0.4%	48%	False	False	426,159
40	129-280	125-000	4-280	3.9%	0-187	0.5%	26%	False	False	214,278
60	129-280	122-210	7-070	5.7%	0-146	0.4%	50%	False	False	142,959
80	129-280	122-210	7-070	5.7%	0-111	0.3%	50%	False	False	107,219
100	129-280	122-210	7-070	5.7%	0-088	0.2%	50%	False	False	85,776
120	129-280	122-110	7-170	6.0%	0-076	0.2%	52%	False	False	71,480

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-032
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	127-176
2.618	127-038
1.618	126-273
1.000	126-220
0.618	126-188
HIGH	126-135
0.618	126-103
0.500	126-092
0.382	126-082
LOW	126-050
0.618	125-317
1.000	125-285
1.618	125-232
2.618	125-147
4.250	125-009

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	126-092	126-262
PP	126-092	126-205
S1	126-091	126-148

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

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