ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	118-310	118-200	-0-110	-0.3%	118-130
High	119-030	118-230	-0-120	-0.3%	119-030
Low	118-210	118-180	-0-030	-0.1%	118-100
Close	118-230	118-220	-0-010	0.0%	118-230
Range	0-140	0-050	-0-090	-64.3%	0-250
ATR	0-081	0-079	-0-002	-2.7%	0-000
Volume	2,918	10,150	7,232	247.8%	20,181

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-040	119-020	118-248
R3	118-310	118-290	118-234
R2	118-260	118-260	118-229
R1	118-240	118-240	118-225	118-250
PP	118-210	118-210	118-210	118-215
S1	118-190	118-190	118-215	118-200
S2	118-160	118-160	118-211
S3	118-110	118-140	118-206
S4	118-060	118-090	118-192

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-017	120-213	119-048
R3	120-087	119-283	118-299
R2	119-157	119-157	118-276
R1	119-033	119-033	118-253	119-095
PP	118-227	118-227	118-227	118-258
S1	118-103	118-103	118-207	118-165
S2	117-297	117-297	118-184
S3	117-047	117-173	118-161
S4	116-117	116-243	118-092

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-030	118-100	0-250	0.7%	0-080	0.2%	48%	False	False	5,589
10	119-030	117-230	1-120	1.2%	0-095	0.3%	70%	False	False	4,112
20	119-030	117-230	1-120	1.2%	0-067	0.2%	70%	False	False	3,131

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	0-015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-122
2.618	119-041
1.618	118-311
1.000	118-280
0.618	118-261
HIGH	118-230
0.618	118-211
0.500	118-205
0.382	118-199
LOW	118-180
0.618	118-149
1.000	118-130
1.618	118-099
2.618	118-049
4.250	117-288

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	118-215	118-250
PP	118-210	118-240
S1	118-205	118-230

Download as Excel Spreadsheet

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

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