ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 01-Aug-2014

Day Change Summary
	Previous	Current
	31-Jul-2014	01-Aug-2014	Change	Change %	Previous Week
Open	117-280	117-270	-0-010	0.0%	118-060
High	117-300	118-150	0-170	0.5%	118-150
Low	117-230	117-270	0-040	0.1%	117-230
Close	117-290	118-120	0-150	0.4%	118-120
Range	0-070	0-200	0-130	185.7%	0-240
ATR	0-068	0-077	0-009	13.8%	0-000
Volume	2,669	4,042	1,373	51.4%	13,971

Daily Pivots for day following 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-033	119-277	118-230
R3	119-153	119-077	118-175
R2	118-273	118-273	118-157
R1	118-197	118-197	118-138	118-235
PP	118-073	118-073	118-073	118-092
S1	117-317	117-317	118-102	118-035
S2	117-193	117-193	118-083
S3	116-313	117-117	118-065
S4	116-113	116-237	118-010

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-140	120-050	118-252
R3	119-220	119-130	118-186
R2	118-300	118-300	118-164
R1	118-210	118-210	118-142	118-255
PP	118-060	118-060	118-060	118-082
S1	117-290	117-290	118-098	118-015
S2	117-140	117-140	118-076
S3	116-220	117-050	118-054
S4	115-300	116-130	117-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-150	117-230	0-240	0.6%	0-108	0.3%	88%	True	False	2,794
10	118-150	117-230	0-240	0.6%	0-074	0.2%	88%	True	False	2,932
20	118-170	117-230	0-260	0.7%	0-051	0.1%	81%	False	False	1,802

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 22 trading days

Fibonacci Retracements and Extensions
4.250	121-040
2.618	120-034
1.618	119-154
1.000	119-030
0.618	118-274
HIGH	118-150
0.618	118-074
0.500	118-050
0.382	118-026
LOW	117-270
0.618	117-146
1.000	117-070
1.618	116-266
2.618	116-066
4.250	115-060

Fisher Pivots for day following 01-Aug-2014
Pivot	1 day	3 day
R1	118-097	118-090
PP	118-073	118-060
S1	118-050	118-030

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