ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	118-162	118-182	0-020	0.1%	119-010
High	118-205	118-235	0-030	0.1%	119-040
Low	118-157	118-177	0-020	0.1%	118-130
Close	118-182	118-220	0-038	0.1%	118-170
Range	0-048	0-058	0-010	20.8%	0-230
ATR	0-078	0-077	-0-001	-1.9%	0-000
Volume	996,396	1,170,847	174,451	17.5%	176,957

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-065	119-040	118-252
R3	119-007	118-302	118-236
R2	118-269	118-269	118-231
R1	118-244	118-244	118-225	118-256
PP	118-211	118-211	118-211	118-217
S1	118-186	118-186	118-215	118-198
S2	118-153	118-153	118-209
S3	118-095	118-128	118-204
S4	118-037	118-070	118-188

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	118-260	118-130	0-130	0.3%	0-067	0.2%	69%	False	False	484,763
10	119-120	118-130	0-310	0.8%	0-078	0.2%	29%	False	False	247,283
20	119-120	117-230	1-210	1.4%	0-082	0.2%	58%	False	False	126,097

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-162
2.618	119-067
1.618	119-009
1.000	118-293
0.618	118-271
HIGH	118-235
0.618	118-213
0.500	118-206
0.382	118-199
LOW	118-177
0.618	118-141
1.000	118-119
1.618	118-083
2.618	118-025
4.250	117-250

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	118-215	118-209
PP	118-211	118-198
S1	118-206	118-188

Download as Excel Spreadsheet

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

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