ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 06-Aug-2014

Day Change Summary
	Previous	Current
	05-Aug-2014	06-Aug-2014	Change	Change %	Previous Week
Open	118-160	118-160	0-000	0.0%	118-060
High	118-170	118-200	0-030	0.1%	118-150
Low	118-100	118-150	0-050	0.1%	117-230
Close	118-140	118-160	0-020	0.1%	118-120
Range	0-070	0-050	-0-020	-28.6%	0-240
ATR	0-076	0-075	-0-001	-1.5%	0-000
Volume	3,908	5,934	2,026	51.8%	13,971

Daily Pivots for day following 06-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-000	118-290	118-188
R3	118-270	118-240	118-174
R2	118-220	118-220	118-169
R1	118-190	118-190	118-165	118-185
PP	118-170	118-170	118-170	118-168
S1	118-140	118-140	118-155	118-135
S2	118-120	118-120	118-151
S3	118-070	118-090	118-146
S4	118-020	118-040	118-132

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	118-200	117-230	0-290	0.8%	0-092	0.2%	86%	True	False	3,787
10	118-200	117-230	0-290	0.8%	0-082	0.2%	86%	True	False	2,951
20	118-200	117-230	0-290	0.8%	0-055	0.1%	86%	True	False	2,404

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-092
2.618	119-011
1.618	118-281
1.000	118-250
0.618	118-231
HIGH	118-200
0.618	118-181
0.500	118-175
0.382	118-169
LOW	118-150
0.618	118-119
1.000	118-100
1.618	118-069
2.618	118-019
4.250	117-258

Fisher Pivots for day following 06-Aug-2014
Pivot	1 day	3 day
R1	118-175	118-157
PP	118-170	118-153
S1	118-165	118-150

Download as Excel Spreadsheet

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

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