ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	118-210	118-220	0-010	0.0%	119-010
High	118-250	118-260	0-010	0.0%	119-040
Low	118-200	118-130	-0-070	-0.2%	118-130
Close	118-220	118-170	-0-050	-0.1%	118-170
Range	0-050	0-130	0-080	160.0%	0-230
ATR	0-079	0-083	0-004	4.6%	0-000
Volume	87,131	55,483	-31,648	-36.3%	176,957

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-257	119-183	118-242
R3	119-127	119-053	118-206
R2	118-317	118-317	118-194
R1	118-243	118-243	118-182	118-215
PP	118-187	118-187	118-187	118-172
S1	118-113	118-113	118-158	118-085
S2	118-057	118-057	118-146
S3	117-247	117-303	118-134
S4	117-117	117-173	118-098

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-270	120-130	118-296
R3	120-040	119-220	118-233
R2	119-130	119-130	118-212
R1	118-310	118-310	118-191	118-265
PP	118-220	118-220	118-220	118-198
S1	118-080	118-080	118-149	118-035
S2	117-310	117-310	118-128
S3	117-080	117-170	118-107
S4	116-170	116-260	118-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-040	118-130	0-230	0.6%	0-080	0.2%	17%	False	True	35,391
10	119-120	118-130	0-310	0.8%	0-080	0.2%	13%	False	True	21,385
20	119-120	117-230	1-210	1.4%	0-088	0.2%	49%	False	False	12,400

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-172
2.618	119-280
1.618	119-150
1.000	119-070
0.618	119-020
HIGH	118-260
0.618	118-210
0.500	118-195
0.382	118-180
LOW	118-130
0.618	118-050
1.000	118-000
1.618	117-240
2.618	117-110
4.250	116-218

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	118-195	118-225
PP	118-187	118-207
S1	118-178	118-188

Download as Excel Spreadsheet

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

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