ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	126-300	126-145	-0-155	-0.4%	127-200
High	127-075	126-250	-0-145	-0.4%	128-125
Low	126-100	126-090	-0-010	0.0%	126-090
Close	126-155	126-205	0-050	0.1%	126-205
Range	0-295	0-160	-0-135	-45.8%	2-035
ATR	0-221	0-217	-0-004	-2.0%	0-000
Volume	1,235,864	806,138	-429,726	-34.8%	6,190,450

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	128-022	127-273	126-293
R3	127-182	127-113	126-249
R2	127-022	127-022	126-234
R1	126-273	126-273	126-220	126-308
PP	126-182	126-182	126-182	126-199
S1	126-113	126-113	126-190	126-148
S2	126-022	126-022	126-176
S3	125-182	125-273	126-161
S4	125-022	125-113	126-117

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	133-138	132-047	127-256
R3	131-103	130-012	127-071
R2	129-068	129-068	127-009
R1	127-297	127-297	126-267	127-165
PP	127-033	127-033	127-033	126-288
S1	125-262	125-262	126-143	125-130
S2	124-318	124-318	126-081
S3	122-283	123-227	126-019
S4	120-248	121-192	125-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-125	126-090	2-035	1.7%	0-264	0.7%	17%	False	True	1,238,090
10	128-125	125-175	2-270	2.2%	0-258	0.6%	38%	False	False	1,306,514
20	128-125	125-175	2-270	2.2%	0-211	0.5%	38%	False	False	1,206,579
40	128-125	125-050	3-075	2.6%	0-179	0.4%	46%	False	False	609,653
60	129-280	123-110	6-170	5.2%	0-191	0.5%	50%	False	False	406,899
80	129-280	122-210	7-070	5.7%	0-148	0.4%	55%	False	False	305,200
100	129-280	122-210	7-070	5.7%	0-119	0.3%	55%	False	False	244,160
120	129-280	122-110	7-170	5.9%	0-101	0.2%	57%	False	False	203,467

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	0-054
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	128-290
2.618	128-029
1.618	127-189
1.000	127-090
0.618	127-029
HIGH	126-250
0.618	126-189
0.500	126-170
0.382	126-151
LOW	126-090
0.618	125-311
1.000	125-250
1.618	125-151
2.618	124-311
4.250	124-050

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	126-193	127-020
PP	126-182	126-295
S1	126-170	126-250

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

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