ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	119-185	119-132	-0-053	-0.1%	119-310
High	119-225	119-157	-0-068	-0.2%	120-000
Low	119-097	119-105	0-008	0.0%	119-097
Close	119-135	119-120	-0-015	0.0%	119-135
Range	0-128	0-052	-0-076	-59.4%	0-223
ATR	0-093	0-090	-0-003	-3.1%	0-000
Volume	902,673	842,641	-60,032	-6.7%	3,204,120

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-283	119-254	119-149
R3	119-231	119-202	119-134
R2	119-179	119-179	119-130
R1	119-150	119-150	119-125	119-138
PP	119-127	119-127	119-127	119-122
S1	119-098	119-098	119-115	119-086
S2	119-075	119-075	119-110
S3	119-023	119-046	119-106
S4	118-291	118-314	119-091

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-213	121-077	119-258
R3	120-310	120-174	119-196
R2	120-087	120-087	119-176
R1	119-271	119-271	119-155	119-228
PP	119-184	119-184	119-184	119-162
S1	119-048	119-048	119-115	119-004
S2	118-281	118-281	119-094
S3	118-058	118-145	119-074
S4	117-155	117-242	119-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-000	119-097	0-223	0.6%	0-082	0.2%	10%	False	False	726,136
10	120-070	119-097	0-293	0.8%	0-084	0.2%	8%	False	False	686,464
20	120-070	118-195	1-195	1.3%	0-095	0.2%	48%	False	False	743,059
40	120-070	118-195	1-195	1.3%	0-092	0.2%	48%	False	False	667,701
60	120-070	118-180	1-210	1.4%	0-092	0.2%	49%	False	False	657,171
80	120-070	118-060	2-010	1.7%	0-090	0.2%	58%	False	False	535,699
100	120-070	117-250	2-140	2.0%	0-083	0.2%	65%	False	False	428,863

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-019
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120-058
2.618	119-293
1.618	119-241
1.000	119-209
0.618	119-189
HIGH	119-157
0.618	119-137
0.500	119-131
0.382	119-125
LOW	119-105
0.618	119-073
1.000	119-053
1.618	119-021
2.618	118-289
4.250	118-204

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	119-131	119-161
PP	119-127	119-147
S1	119-124	119-134

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