ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	118-170	118-162	-0-008	0.0%	119-010
High	118-190	118-205	0-015	0.0%	119-040
Low	118-140	118-157	0-017	0.0%	118-130
Close	118-160	118-182	0-022	0.1%	118-170
Range	0-050	0-048	-0-002	-4.0%	0-230
ATR	0-081	0-078	-0-002	-2.9%	0-000
Volume	113,958	996,396	882,438	774.4%	176,957

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-005	118-302	118-208
R3	118-277	118-254	118-195
R2	118-229	118-229	118-191
R1	118-206	118-206	118-186	118-218
PP	118-181	118-181	118-181	118-187
S1	118-158	118-158	118-178	118-170
S2	118-133	118-133	118-173
S3	118-085	118-110	118-169
S4	118-037	118-062	118-156

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	119-000	118-130	0-190	0.5%	0-080	0.2%	27%	False	False	252,614
10	119-120	118-130	0-310	0.8%	0-082	0.2%	17%	False	False	130,978
20	119-120	117-230	1-210	1.4%	0-088	0.2%	51%	False	False	67,582

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	119-089
2.618	119-011
1.618	118-283
1.000	118-253
0.618	118-235
HIGH	118-205
0.618	118-187
0.500	118-181
0.382	118-175
LOW	118-157
0.618	118-127
1.000	118-109
1.618	118-079
2.618	118-031
4.250	117-273

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	118-182	118-195
PP	118-181	118-191
S1	118-181	118-186

Download as Excel Spreadsheet

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

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