ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	118-160	118-180	0-020	0.1%	118-060
High	118-200	118-240	0-040	0.1%	118-150
Low	118-150	118-150	0-000	0.0%	117-230
Close	118-160	118-240	0-080	0.2%	118-120
Range	0-050	0-090	0-040	80.0%	0-240
ATR	0-075	0-076	0-001	1.4%	0-000
Volume	5,934	5,039	-895	-15.1%	13,971

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-160	119-130	118-290
R3	119-070	119-040	118-265
R2	118-300	118-300	118-256
R1	118-270	118-270	118-248	118-285
PP	118-210	118-210	118-210	118-218
S1	118-180	118-180	118-232	118-195
S2	118-120	118-120	118-224
S3	118-030	118-090	118-215
S4	117-260	118-000	118-190

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	118-240	117-270	0-290	0.8%	0-096	0.3%	100%	True	False	4,261
10	118-240	117-230	1-010	0.9%	0-087	0.2%	100%	True	False	3,336
20	118-240	117-230	1-010	0.9%	0-058	0.2%	100%	True	False	2,519

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-302
2.618	119-156
1.618	119-066
1.000	119-010
0.618	118-296
HIGH	118-240
0.618	118-206
0.500	118-195
0.382	118-184
LOW	118-150
0.618	118-094
1.000	118-060
1.618	118-004
2.618	117-234
4.250	117-088

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	118-225	118-217
PP	118-210	118-193
S1	118-195	118-170

Download as Excel Spreadsheet

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

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