ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	118-290	119-010	0-040	0.1%	118-200
High	119-120	119-020	-0-100	-0.3%	119-120
Low	118-290	118-300	0-010	0.0%	118-180
Close	119-040	119-000	-0-040	-0.1%	119-040
Range	0-150	0-040	-0-110	-73.3%	0-260
ATR	0-082	0-080	-0-002	-1.9%	0-000
Volume	8,605	15,128	6,523	75.8%	36,893

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-120	119-100	119-022
R3	119-080	119-060	119-011
R2	119-040	119-040	119-007
R1	119-020	119-020	119-004	119-010
PP	119-000	119-000	119-000	118-315
S1	118-300	118-300	118-316	118-290
S2	118-280	118-280	118-313
S3	118-240	118-260	118-309
S4	118-200	118-220	118-298

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-147	121-033	119-183
R3	120-207	120-093	119-112
R2	119-267	119-267	119-088
R1	119-153	119-153	119-064	119-210
PP	119-007	119-007	119-007	119-035
S1	118-213	118-213	119-016	118-270
S2	118-067	118-067	118-312
S3	117-127	117-273	118-288
S4	116-187	117-013	118-217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-120	118-200	0-240	0.6%	0-078	0.2%	50%	False	False	8,374
10	119-120	118-100	1-020	0.9%	0-079	0.2%	65%	False	False	6,982
20	119-120	117-230	1-210	1.4%	0-078	0.2%	77%	False	False	4,820

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-190
2.618	119-125
1.618	119-085
1.000	119-060
0.618	119-045
HIGH	119-020
0.618	119-005
0.500	119-000
0.382	118-315
LOW	118-300
0.618	118-275
1.000	118-260
1.618	118-235
2.618	118-195
4.250	118-130

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	119-000	119-040
PP	119-000	119-027
S1	119-000	119-013

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols