ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	118-300	119-000	0-020	0.1%	118-200
High	119-040	119-000	-0-040	-0.1%	119-120
Low	118-300	118-200	-0-100	-0.3%	118-180
Close	118-300	118-210	-0-090	-0.2%	119-040
Range	0-060	0-120	0-060	100.0%	0-260
ATR	0-079	0-082	0-003	3.7%	0-000
Volume	9,109	10,106	997	10.9%	36,893

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-283	119-207	118-276
R3	119-163	119-087	118-243
R2	119-043	119-043	118-232
R1	118-287	118-287	118-221	118-265
PP	118-243	118-243	118-243	118-232
S1	118-167	118-167	118-199	118-145
S2	118-123	118-123	118-188
S3	118-003	118-047	118-177
S4	117-203	117-247	118-144

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	118-200	0-240	0.6%	0-088	0.2%	4%	False	True	9,803
10	119-120	118-150	0-290	0.8%	0-085	0.2%	21%	False	False	7,919
20	119-120	117-230	1-210	1.4%	0-084	0.2%	57%	False	False	5,435

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-190
2.618	119-314
1.618	119-194
1.000	119-120
0.618	119-074
HIGH	119-000
0.618	118-274
0.500	118-260
0.382	118-246
LOW	118-200
0.618	118-126
1.000	118-080
1.618	118-006
2.618	117-206
4.250	117-010

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	118-260	118-280
PP	118-243	118-257
S1	118-227	118-233

Download as Excel Spreadsheet

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

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