ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	118-220	118-170	-0-050	-0.1%	119-010
High	118-260	118-190	-0-070	-0.2%	119-040
Low	118-130	118-140	0-010	0.0%	118-130
Close	118-170	118-160	-0-010	0.0%	118-170
Range	0-130	0-050	-0-080	-61.5%	0-230
ATR	0-083	0-081	-0-002	-2.8%	0-000
Volume	55,483	113,958	58,475	105.4%	176,957

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-313	118-287	118-188
R3	118-263	118-237	118-174
R2	118-213	118-213	118-169
R1	118-187	118-187	118-165	118-175
PP	118-163	118-163	118-163	118-158
S1	118-137	118-137	118-155	118-125
S2	118-113	118-113	118-151
S3	118-063	118-087	118-146
S4	118-013	118-037	118-132

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%	0-082	0.2%	13%	False	False	55,157
10	119-120	118-130	0-310	0.8%	0-080	0.2%	10%	False	False	31,765
20	119-120	117-230	1-210	1.4%	0-088	0.2%	47%	False	False	17,939

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

Fibonacci Retracements and Extensions
4.250	119-082
2.618	119-001
1.618	118-271
1.000	118-240
0.618	118-221
HIGH	118-190
0.618	118-171
0.500	118-165
0.382	118-159
LOW	118-140
0.618	118-109
1.000	118-090
1.618	118-059
2.618	118-009
4.250	117-248

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	118-165	118-195
PP	118-163	118-183
S1	118-162	118-172

Download as Excel Spreadsheet

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

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