ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	118-182	118-227	0-045	0.1%	119-010
High	118-235	118-275	0-040	0.1%	119-040
Low	118-177	118-220	0-043	0.1%	118-130
Close	118-220	118-257	0-037	0.1%	118-170
Range	0-058	0-055	-0-003	-5.2%	0-230
ATR	0-077	0-075	-0-002	-2.0%	0-000
Volume	1,170,847	712,267	-458,580	-39.2%	176,957

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-096	119-071	118-287
R3	119-041	119-016	118-272
R2	118-306	118-306	118-267
R1	118-281	118-281	118-262	118-294
PP	118-251	118-251	118-251	118-257
S1	118-226	118-226	118-252	118-238
S2	118-196	118-196	118-247
S3	118-141	118-171	118-242
S4	118-086	118-116	118-227

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	118-275	118-130	0-145	0.4%	0-068	0.2%	88%	True	False	609,790
10	119-120	118-130	0-310	0.8%	0-076	0.2%	41%	False	False	317,903
20	119-120	117-270	1-170	1.3%	0-082	0.2%	63%	False	False	161,577
40	119-120	117-230	1-210	1.4%	0-062	0.2%	65%	False	False	81,589

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 2 trading days

Fibonacci Retracements and Extensions
4.250	119-189
2.618	119-099
1.618	119-044
1.000	119-010
0.618	118-309
HIGH	118-275
0.618	118-254
0.500	118-248
0.382	118-241
LOW	118-220
0.618	118-186
1.000	118-165
1.618	118-131
2.618	118-076
4.250	117-306

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	118-254	118-243
PP	118-251	118-230
S1	118-248	118-216

Download as Excel Spreadsheet

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

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