ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 04-Aug-2014

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	118-277	119-090	0-133	0.3%	119-042
High	119-127	119-145	0-018	0.0%	119-127
Low	118-247	119-080	0-153	0.4%	118-195
Close	119-097	119-117	0-020	0.1%	119-097
Range	0-200	0-065	-0-135	-67.5%	0-252
ATR	0-098	0-096	-0-002	-2.4%	0-000
Volume	1,392,447	482,091	-910,356	-65.4%	4,665,146

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-309	119-278	119-153
R3	119-244	119-213	119-135
R2	119-179	119-179	119-129
R1	119-148	119-148	119-123	119-164
PP	119-114	119-114	119-114	119-122
S1	119-083	119-083	119-111	119-098
S2	119-049	119-049	119-105
S3	118-304	119-018	119-099
S4	118-239	118-273	119-081

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-149	121-055	119-236
R3	120-217	120-123	119-166
R2	119-285	119-285	119-143
R1	119-191	119-191	119-120	119-238
PP	119-033	119-033	119-033	119-056
S1	118-259	118-259	119-074	118-306
S2	118-101	118-101	119-051
S3	117-169	118-007	119-028
S4	116-237	117-075	118-278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-145	118-195	0-270	0.7%	0-116	0.3%	90%	True	False	937,327
10	119-145	118-195	0-270	0.7%	0-094	0.2%	90%	True	False	736,322
20	119-172	118-195	0-297	0.8%	0-096	0.3%	81%	False	False	687,172
40	119-172	118-180	0-312	0.8%	0-093	0.2%	82%	False	False	643,175
60	120-015	118-180	1-155	1.2%	0-090	0.2%	54%	False	False	544,341
80	120-015	118-030	1-305	1.6%	0-084	0.2%	65%	False	False	408,897
100	120-015	117-250	2-085	1.9%	0-070	0.2%	70%	False	False	327,118

Crabel Price Patterns
NR	True
NR4	True
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	0-018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-101
2.618	119-315
1.618	119-250
1.000	119-210
0.618	119-185
HIGH	119-145
0.618	119-120
0.500	119-112
0.382	119-105
LOW	119-080
0.618	119-040
1.000	119-015
1.618	118-295
2.618	118-230
4.250	118-124

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	119-116	119-082
PP	119-114	119-047
S1	119-112	119-012

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