ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	118-080	117-280	-0-120	-0.3%	118-080
High	118-080	117-300	-0-100	-0.3%	118-130
Low	117-230	117-230	0-000	0.0%	118-030
Close	117-280	117-290	0-010	0.0%	118-080
Range	0-170	0-070	-0-100	-58.8%	0-100
ATR	0-068	0-068	0-000	0.2%	0-000
Volume	549	2,669	2,120	386.2%	15,354

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-163	118-137	118-008
R3	118-093	118-067	117-309
R2	118-023	118-023	117-303
R1	117-317	117-317	117-296	118-010
PP	117-273	117-273	117-273	117-280
S1	117-247	117-247	117-284	117-260
S2	117-203	117-203	117-277
S3	117-133	117-177	117-271
S4	117-063	117-107	117-252

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%	0-078	0.2%	35%	False	True	2,412
10	118-130	117-230	0-220	0.6%	0-058	0.2%	27%	False	True	2,616
20	118-170	117-230	0-260	0.7%	0-043	0.1%	23%	False	True	1,602

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	0-006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-278
2.618	118-163
1.618	118-093
1.000	118-050
0.618	118-023
HIGH	117-300
0.618	117-273
0.500	117-265
0.382	117-257
LOW	117-230
0.618	117-187
1.000	117-160
1.618	117-117
2.618	117-047
4.250	116-252

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	117-282	117-315
PP	117-273	117-307
S1	117-265	117-298

Download as Excel Spreadsheet

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

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