ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	118-200	118-210	0-010	0.0%	118-130
High	118-230	118-240	0-010	0.0%	119-030
Low	118-180	118-210	0-030	0.1%	118-100
Close	118-220	118-230	0-010	0.0%	118-230
Range	0-050	0-030	-0-020	-40.0%	0-250
ATR	0-079	0-075	-0-003	-4.4%	0-000
Volume	10,150	4,272	-5,878	-57.9%	20,181

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-317	118-303	118-246
R3	118-287	118-273	118-238
R2	118-257	118-257	118-236
R1	118-243	118-243	118-233	118-250
PP	118-227	118-227	118-227	118-230
S1	118-213	118-213	118-227	118-220
S2	118-197	118-197	118-224
S3	118-167	118-183	118-222
S4	118-137	118-153	118-214

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	118-150	0-200	0.5%	0-072	0.2%	40%	False	False	5,662
10	119-030	117-230	1-120	1.2%	0-094	0.2%	73%	False	False	4,186
20	119-030	117-230	1-120	1.2%	0-068	0.2%	73%	False	False	3,326

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 14 trading days

Fibonacci Retracements and Extensions
4.250	119-048
2.618	118-319
1.618	118-289
1.000	118-270
0.618	118-259
HIGH	118-240
0.618	118-229
0.500	118-225
0.382	118-221
LOW	118-210
0.618	118-191
1.000	118-180
1.618	118-161
2.618	118-131
4.250	118-082

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	118-228	118-265
PP	118-227	118-253
S1	118-225	118-242

Download as Excel Spreadsheet

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

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