ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 04-Aug-2014

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	117-270	118-130	0-180	0.5%	118-060
High	118-150	118-180	0-030	0.1%	118-150
Low	117-270	118-110	0-160	0.4%	117-230
Close	118-120	118-150	0-030	0.1%	118-120
Range	0-200	0-070	-0-130	-65.0%	0-240
ATR	0-077	0-077	-0-001	-0.7%	0-000
Volume	4,042	2,382	-1,660	-41.1%	13,971

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-037	119-003	118-188
R3	118-287	118-253	118-169
R2	118-217	118-217	118-163
R1	118-183	118-183	118-156	118-200
PP	118-147	118-147	118-147	118-155
S1	118-113	118-113	118-144	118-130
S2	118-077	118-077	118-137
S3	118-007	118-043	118-131
S4	117-257	117-293	118-112

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	118-180	117-230	0-270	0.7%	0-110	0.3%	89%	True	False	2,634
10	118-180	117-230	0-270	0.7%	0-078	0.2%	89%	True	False	2,658
20	118-180	117-230	0-270	0.7%	0-054	0.1%	89%	True	False	1,921

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	119-158
2.618	119-043
1.618	118-293
1.000	118-250
0.618	118-223
HIGH	118-180
0.618	118-153
0.500	118-145
0.382	118-137
LOW	118-110
0.618	118-067
1.000	118-040
1.618	117-317
2.618	117-247
4.250	117-132

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	118-148	118-115
PP	118-147	118-080
S1	118-145	118-045

Download as Excel Spreadsheet

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

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