ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 23-Jul-2014

Day Change Summary
	Previous	Current
	22-Jul-2014	23-Jul-2014	Change	Change %	Previous Week
Open	118-050	118-100	0-050	0.1%	118-090
High	118-100	118-130	0-030	0.1%	118-170
Low	118-050	118-100	0-050	0.1%	118-020
Close	118-100	118-120	0-020	0.1%	118-080
Range	0-050	0-030	-0-020	-40.0%	0-150
ATR	0-063	0-061	-0-002	-3.7%	0-000
Volume	5,108	1,803	-3,305	-64.7%	3,186

Daily Pivots for day following 23-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-207	118-193	118-136
R3	118-177	118-163	118-128
R2	118-147	118-147	118-126
R1	118-133	118-133	118-123	118-140
PP	118-117	118-117	118-117	118-120
S1	118-103	118-103	118-117	118-110
S2	118-087	118-087	118-114
S3	118-057	118-073	118-112
S4	118-027	118-043	118-104

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	118-050	0-120	0.3%	0-048	0.1%	58%	False	False	2,804
10	118-170	118-020	0-150	0.4%	0-028	0.1%	67%	False	False	1,856

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	0-002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-258
2.618	118-209
1.618	118-179
1.000	118-160
0.618	118-149
HIGH	118-130
0.618	118-119
0.500	118-115
0.382	118-111
LOW	118-100
0.618	118-081
1.000	118-070
1.618	118-051
2.618	118-021
4.250	117-292

Fisher Pivots for day following 23-Jul-2014
Pivot	1 day	3 day
R1	118-118	118-110
PP	118-117	118-100
S1	118-115	118-090

Download as Excel Spreadsheet

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

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