ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	118-220	118-280	0-060	0.2%	118-130
High	118-300	119-030	0-050	0.1%	119-030
Low	118-200	118-280	0-080	0.2%	118-100
Close	118-290	118-310	0-020	0.1%	118-230
Range	0-100	0-070	-0-030	-30.0%	0-250
ATR	0-077	0-076	0-000	-0.6%	0-000
Volume	7,795	6,071	-1,724	-22.1%	20,181

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-203	119-167	119-028
R3	119-133	119-097	119-009
R2	119-063	119-063	119-003
R1	119-027	119-027	118-316	119-045
PP	118-313	118-313	118-313	119-002
S1	118-277	118-277	118-304	118-295
S2	118-243	118-243	118-297
S3	118-173	118-207	118-291
S4	118-103	118-137	118-272

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	118-180	0-170	0.4%	0-078	0.2%	76%	True	False	6,241
10	119-030	117-270	1-080	1.1%	0-087	0.2%	90%	True	False	5,251
20	119-030	117-230	1-120	1.2%	0-072	0.2%	91%	True	False	3,933

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 2 trading days

Fibonacci Retracements and Extensions
4.250	120-008
2.618	119-213
1.618	119-143
1.000	119-100
0.618	119-073
HIGH	119-030
0.618	119-003
0.500	118-315
0.382	118-307
LOW	118-280
0.618	118-237
1.000	118-210
1.618	118-167
2.618	118-097
4.250	117-302

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	118-315	118-298
PP	118-313	118-287
S1	118-312	118-275

Download as Excel Spreadsheet

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

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