ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	118-210	118-220	0-010	0.0%	118-130
High	118-240	118-300	0-060	0.2%	119-030
Low	118-210	118-200	-0-010	0.0%	118-100
Close	118-230	118-290	0-060	0.2%	118-230
Range	0-030	0-100	0-070	233.3%	0-250
ATR	0-075	0-077	0-002	2.4%	0-000
Volume	4,272	7,795	3,523	82.5%	20,181

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-243	119-207	119-025
R3	119-143	119-107	118-318
R2	119-043	119-043	118-308
R1	119-007	119-007	118-299	119-025
PP	118-263	118-263	118-263	118-272
S1	118-227	118-227	118-281	118-245
S2	118-163	118-163	118-272
S3	118-063	118-127	118-262
S4	117-283	118-027	118-235

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%	0-082	0.2%	70%	False	False	6,034
10	119-030	117-230	1-120	1.2%	0-087	0.2%	86%	False	False	4,910
20	119-030	117-230	1-120	1.2%	0-074	0.2%	86%	False	False	3,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-085
2.618	119-242
1.618	119-142
1.000	119-080
0.618	119-042
HIGH	118-300
0.618	118-262
0.500	118-250
0.382	118-238
LOW	118-200
0.618	118-138
1.000	118-100
1.618	118-038
2.618	117-258
4.250	117-095

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	118-277	118-273
PP	118-263	118-257
S1	118-250	118-240

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols