ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	118-040	118-080	0-040	0.1%	118-080
High	118-080	118-080	0-000	0.0%	118-130
Low	118-040	117-230	-0-130	-0.3%	118-030
Close	118-070	117-280	-0-110	-0.3%	118-080
Range	0-040	0-170	0-130	325.0%	0-100
ATR	0-060	0-068	0-008	13.1%	0-000
Volume	3,532	549	-2,983	-84.5%	15,354

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-173	119-077	118-054
R3	119-003	118-227	118-007
R2	118-153	118-153	117-311
R1	118-057	118-057	117-296	118-020
PP	117-303	117-303	117-303	117-285
S1	117-207	117-207	117-264	117-170
S2	117-133	117-133	117-249
S3	116-283	117-037	117-233
S4	116-113	116-187	117-186

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	118-080	117-230	0-170	0.5%	0-072	0.2%	29%	True	True	2,115
10	118-170	117-230	0-260	0.7%	0-060	0.2%	19%	False	True	2,460

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 20 trading days

Fibonacci Retracements and Extensions
4.250	120-162
2.618	119-205
1.618	119-035
1.000	118-250
0.618	118-185
HIGH	118-080
0.618	118-015
0.500	117-315
0.382	117-295
LOW	117-230
0.618	117-125
1.000	117-060
1.618	116-275
2.618	116-105
4.250	115-148

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	117-315	117-315
PP	117-303	117-303
S1	117-292	117-292

Download as Excel Spreadsheet

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

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