ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	118-280	118-290	0-010	0.0%	118-200
High	119-030	119-120	0-090	0.2%	119-120
Low	118-280	118-290	0-010	0.0%	118-180
Close	118-310	119-040	0-050	0.1%	119-040
Range	0-070	0-150	0-080	114.3%	0-260
ATR	0-076	0-082	0-005	6.9%	0-000
Volume	6,071	8,605	2,534	41.7%	36,893

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-173	120-097	119-122
R3	120-023	119-267	119-081
R2	119-193	119-193	119-068
R1	119-117	119-117	119-054	119-155
PP	119-043	119-043	119-043	119-062
S1	118-287	118-287	119-026	119-005
S2	118-213	118-213	119-012
S3	118-063	118-137	118-319
S4	117-233	117-307	118-278

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-147	121-033	119-183
R3	120-207	120-093	119-112
R2	119-267	119-267	119-088
R1	119-153	119-153	119-064	119-210
PP	119-007	119-007	119-007	119-035
S1	118-213	118-213	119-016	118-270
S2	118-067	118-067	118-312
S3	117-127	117-273	118-288
S4	116-187	117-013	118-217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-120	118-180	0-260	0.7%	0-080	0.2%	69%	True	False	7,378
10	119-120	118-100	1-020	0.9%	0-082	0.2%	76%	True	False	5,707
20	119-120	117-230	1-210	1.4%	0-078	0.2%	85%	True	False	4,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121-118
2.618	120-193
1.618	120-043
1.000	119-270
0.618	119-213
HIGH	119-120
0.618	119-063
0.500	119-045
0.382	119-027
LOW	118-290
0.618	118-197
1.000	118-140
1.618	118-047
2.618	117-217
4.250	116-292

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	119-045	119-027
PP	119-043	119-013
S1	119-042	119-000

Download as Excel Spreadsheet

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

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