ECBOT 5 Year T-Note Future September 2014

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

Day Change Summary
	Previous	Current
	25-Jul-2014	28-Jul-2014	Change	Change %	Previous Week
Open	119-022	119-042	0-020	0.1%	119-045
High	119-060	119-052	-0-008	0.0%	119-107
Low	118-307	118-317	0-010	0.0%	118-307
Close	119-052	119-012	-0-040	-0.1%	119-052
Range	0-073	0-055	-0-018	-24.7%	0-120
ATR	0-089	0-087	-0-002	-2.7%	0-000
Volume	533,246	460,600	-72,646	-13.6%	2,698,072

Daily Pivots for day following 28-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-185	119-154	119-042
R3	119-130	119-099	119-027
R2	119-075	119-075	119-022
R1	119-044	119-044	119-017	119-032
PP	119-020	119-020	119-020	119-014
S1	118-309	118-309	119-007	118-297
S2	118-285	118-285	119-002
S3	118-230	118-254	118-317
S4	118-175	118-199	118-302

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-089	120-030	119-118
R3	119-289	119-230	119-085
R2	119-169	119-169	119-074
R1	119-110	119-110	119-063	119-140
PP	119-049	119-049	119-049	119-063
S1	118-310	118-310	119-041	119-020
S2	118-249	118-249	119-030
S3	118-129	118-190	119-019
S4	118-009	118-070	118-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-107	118-307	0-120	0.3%	0-071	0.2%	21%	False	False	535,317
10	119-157	118-307	0-170	0.4%	0-083	0.2%	15%	False	False	592,273
20	119-172	118-207	0-285	0.7%	0-088	0.2%	44%	False	False	592,342
40	119-227	118-180	1-047	1.0%	0-091	0.2%	41%	False	False	614,227
60	120-015	118-060	1-275	1.6%	0-089	0.2%	46%	False	False	466,578
80	120-015	117-250	2-085	1.9%	0-080	0.2%	55%	False	False	350,314

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	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-286
2.618	119-196
1.618	119-141
1.000	119-107
0.618	119-086
HIGH	119-052
0.618	119-031
0.500	119-024
0.382	119-018
LOW	118-317
0.618	118-283
1.000	118-262
1.618	118-228
2.618	118-173
4.250	118-083

Fisher Pivots for day following 28-Jul-2014
Pivot	1 day	3 day
R1	119-024	119-044
PP	119-020	119-034
S1	119-016	119-023

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

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