ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	126-110	126-200	0-090	0.2%	127-065
High	126-205	126-205	0-000	0.0%	127-155
Low	126-045	125-240	-0-125	-0.3%	125-240
Close	126-160	125-290	-0-190	-0.5%	125-290
Range	0-160	0-285	0-125	78.1%	1-235
ATR	0-162	0-170	0-009	5.5%	0-000
Volume	1,126,587	1,646,738	520,151	46.2%	6,619,483

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-247	128-073	126-127
R3	127-282	127-108	126-048
R2	126-317	126-317	126-022
R1	126-143	126-143	125-316	126-088
PP	126-032	126-032	126-032	126-004
S1	125-178	125-178	125-264	125-122
S2	125-067	125-067	125-238
S3	124-102	124-213	125-212
S4	123-137	123-248	125-133

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	131-187	130-153	126-275
R3	129-272	128-238	126-123
R2	128-037	128-037	126-072
R1	127-003	127-003	126-021	126-222
PP	126-122	126-122	126-122	126-071
S1	125-088	125-088	125-239	124-308
S2	124-207	124-207	125-188
S3	122-292	123-173	125-137
S4	121-057	121-258	124-305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-155	125-240	1-235	1.4%	0-192	0.5%	9%	False	True	1,323,896
10	127-155	125-220	1-255	1.4%	0-163	0.4%	12%	False	False	1,106,644
20	127-155	125-050	2-105	1.8%	0-163	0.4%	32%	False	False	564,288
40	129-280	125-050	4-230	3.7%	0-190	0.5%	16%	False	False	283,520
60	129-280	122-210	7-070	5.7%	0-154	0.4%	45%	False	False	189,180
80	129-280	122-210	7-070	5.7%	0-116	0.3%	45%	False	False	141,886
100	129-280	122-210	7-070	5.7%	0-093	0.2%	45%	False	False	113,509
120	129-280	122-110	7-170	6.0%	0-079	0.2%	47%	False	False	94,591

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	130-136
2.618	128-311
1.618	128-026
1.000	127-170
0.618	127-061
HIGH	126-205
0.618	126-096
0.500	126-062
0.382	126-029
LOW	125-240
0.618	125-064
1.000	124-275
1.618	124-099
2.618	123-134
4.250	121-309

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	126-062	126-062
PP	126-032	126-032
S1	126-001	126-001

Download as Excel Spreadsheet

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

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