ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 21-Jul-2014

Day Change Summary
	Previous	Current
	18-Jul-2014	21-Jul-2014	Change	Change %	Previous Week
Open	118-100	118-080	-0-020	-0.1%	118-090
High	118-120	118-080	-0-040	-0.1%	118-170
Low	118-080	118-050	-0-030	-0.1%	118-020
Close	118-080	118-050	-0-030	-0.1%	118-080
Range	0-040	0-030	-0-010	-25.0%	0-150
ATR
Volume	881	5,124	4,243	481.6%	3,186

Daily Pivots for day following 21-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-150	118-130	118-066
R3	118-120	118-100	118-058
R2	118-090	118-090	118-056
R1	118-070	118-070	118-053	118-065
PP	118-060	118-060	118-060	118-058
S1	118-040	118-040	118-047	118-035
S2	118-030	118-030	118-044
S3	118-000	118-010	118-042
S4	117-290	117-300	118-034

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-220	119-140	118-162
R3	119-070	118-310	118-121
R2	118-240	118-240	118-108
R1	118-160	118-160	118-094	118-125
PP	118-090	118-090	118-090	118-072
S1	118-010	118-010	118-066	117-295
S2	117-260	117-260	118-052
S3	117-110	117-180	118-039
S4	116-280	117-030	117-318

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%	0-032	0.1%	20%	False	False	1,619
10	118-170	117-290	0-200	0.5%	0-031	0.1%	40%	False	False	1,183

Crabel Price Patterns
NR	True
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	0-005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-208
2.618	118-159
1.618	118-129
1.000	118-110
0.618	118-099
HIGH	118-080
0.618	118-069
0.500	118-065
0.382	118-061
LOW	118-050
0.618	118-031
1.000	118-020
1.618	118-001
2.618	117-291
4.250	117-242

Fisher Pivots for day following 21-Jul-2014
Pivot	1 day	3 day
R1	118-065	118-110
PP	118-060	118-090
S1	118-055	118-070

Download as Excel Spreadsheet

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

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