ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 28-Jul-2014

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	118-030	118-060	0-030	0.1%	118-080
High	118-080	118-080	0-000	0.0%	118-130
Low	118-030	118-020	-0-010	0.0%	118-030
Close	118-080	118-040	-0-040	-0.1%	118-080
Range	0-050	0-060	0-010	20.0%	0-100
ATR	0-062	0-062	0-000	-0.2%	0-000
Volume	2,132	3,179	1,047	49.1%	15,354

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-227	118-193	118-073
R3	118-167	118-133	118-056
R2	118-107	118-107	118-051
R1	118-073	118-073	118-046	118-060
PP	118-047	118-047	118-047	118-040
S1	118-013	118-013	118-034	118-000
S2	117-307	117-307	118-029
S3	117-247	117-273	118-024
S4	117-187	117-213	118-007

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-060	119-010	118-135
R3	118-280	118-230	118-108
R2	118-180	118-180	118-098
R1	118-130	118-130	118-089	118-130
PP	118-080	118-080	118-080	118-080
S1	118-030	118-030	118-071	118-030
S2	117-300	117-300	118-062
S3	117-200	117-250	118-052
S4	117-100	117-150	118-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-130	118-020	0-110	0.3%	0-046	0.1%	18%	False	True	2,681
10	118-170	118-020	0-150	0.4%	0-039	0.1%	13%	False	True	2,150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	119-015
2.618	118-237
1.618	118-177
1.000	118-140
0.618	118-117
HIGH	118-080
0.618	118-057
0.500	118-050
0.382	118-043
LOW	118-020
0.618	117-303
1.000	117-280
1.618	117-243
2.618	117-183
4.250	117-085

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	118-050	118-050
PP	118-047	118-047
S1	118-043	118-043

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