ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	119-000	118-210	-0-110	-0.3%	118-200
High	119-000	118-250	-0-070	-0.2%	119-120
Low	118-200	118-200	0-000	0.0%	118-180
Close	118-210	118-220	0-010	0.0%	119-040
Range	0-120	0-050	-0-070	-58.3%	0-260
ATR	0-082	0-079	-0-002	-2.8%	0-000
Volume	10,106	87,131	77,025	762.2%	36,893

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-053	119-027	118-248
R3	119-003	118-297	118-234
R2	118-273	118-273	118-229
R1	118-247	118-247	118-225	118-260
PP	118-223	118-223	118-223	118-230
S1	118-197	118-197	118-215	118-210
S2	118-173	118-173	118-211
S3	118-123	118-147	118-206
S4	118-073	118-097	118-192

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%	0-084	0.2%	8%	False	True	26,015
10	119-120	118-180	0-260	0.7%	0-081	0.2%	15%	False	False	16,128
20	119-120	117-230	1-210	1.4%	0-084	0.2%	58%	False	False	9,732

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	0-010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-142
2.618	119-061
1.618	119-011
1.000	118-300
0.618	118-281
HIGH	118-250
0.618	118-231
0.500	118-225
0.382	118-219
LOW	118-200
0.618	118-169
1.000	118-150
1.618	118-119
2.618	118-069
4.250	117-308

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	118-225	118-280
PP	118-223	118-260
S1	118-222	118-240

Download as Excel Spreadsheet

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

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