ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 17-Jul-2014

Day Change Summary
	Previous	Current
	16-Jul-2014	17-Jul-2014	Change	Change %	Previous Week
Open	118-020	118-080	0-060	0.2%	117-290
High	118-020	118-170	0-150	0.4%	118-140
Low	118-020	118-080	0-060	0.2%	117-290
Close	118-020	118-110	0-090	0.2%	118-130
Range	0-000	0-090	0-090		0-170
ATR
Volume	615	1,107	492	80.0%	3,543

Daily Pivots for day following 17-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-070	119-020	118-160
R3	118-300	118-250	118-135
R2	118-210	118-210	118-126
R1	118-160	118-160	118-118	118-185
PP	118-120	118-120	118-120	118-132
S1	118-070	118-070	118-102	118-095
S2	118-030	118-030	118-094
S3	117-260	117-300	118-085
S4	117-170	117-210	118-060

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-270	119-210	118-224
R3	119-100	119-040	118-177
R2	118-250	118-250	118-161
R1	118-190	118-190	118-146	118-220
PP	118-080	118-080	118-080	118-095
S1	118-020	118-020	118-114	118-050
S2	117-230	117-230	118-099
S3	117-060	117-170	118-083
S4	116-210	117-000	118-036

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-170	118-020	0-150	0.4%	0-022	0.1%	60%	True	False	584
10	118-170	117-250	0-240	0.6%	0-028	0.1%	75%	True	False	589

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-003
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-232
2.618	119-086
1.618	118-316
1.000	118-260
0.618	118-226
HIGH	118-170
0.618	118-136
0.500	118-125
0.382	118-114
LOW	118-080
0.618	118-024
1.000	117-310
1.618	117-254
2.618	117-164
4.250	117-018

Fisher Pivots for day following 17-Jul-2014
Pivot	1 day	3 day
R1	118-125	118-105
PP	118-120	118-100
S1	118-115	118-095

Download as Excel Spreadsheet

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

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