ECBOT 5 Year T-Note Future December 2014

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

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	118-130	118-160	0-030	0.1%	118-060
High	118-180	118-170	-0-010	0.0%	118-150
Low	118-110	118-100	-0-010	0.0%	117-230
Close	118-150	118-140	-0-010	0.0%	118-120
Range	0-070	0-070	0-000	0.0%	0-240
ATR	0-077	0-076	0-000	-0.6%	0-000
Volume	2,382	3,908	1,526	64.1%	13,971

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-027	118-313	118-178
R3	118-277	118-243	118-159
R2	118-207	118-207	118-153
R1	118-173	118-173	118-146	118-155
PP	118-137	118-137	118-137	118-128
S1	118-103	118-103	118-134	118-085
S2	118-067	118-067	118-127
S3	117-317	118-033	118-121
S4	117-247	117-283	118-102

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-140	120-050	118-252
R3	119-220	119-130	118-186
R2	118-300	118-300	118-164
R1	118-210	118-210	118-142	118-255
PP	118-060	118-060	118-060	118-082
S1	117-290	117-290	118-098	118-015
S2	117-140	117-140	118-076
S3	116-220	117-050	118-054
S4	115-300	116-130	117-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-180	117-230	0-270	0.7%	0-116	0.3%	85%	False	False	2,710
10	118-180	117-230	0-270	0.7%	0-080	0.2%	85%	False	False	2,538
20	118-180	117-230	0-270	0.7%	0-058	0.2%	85%	False	False	2,116

Crabel Price Patterns
NR	False
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	0-007

Fibonacci Retracements and Extensions
4.250	119-148
2.618	119-033
1.618	118-283
1.000	118-240
0.618	118-213
HIGH	118-170
0.618	118-143
0.500	118-135
0.382	118-127
LOW	118-100
0.618	118-057
1.000	118-030
1.618	117-307
2.618	117-237
4.250	117-122

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	118-138	118-115
PP	118-137	118-090
S1	118-135	118-065

Download as Excel Spreadsheet

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

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