ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 29-Jul-2014

Day Change Summary
	Previous	Current
	28-Jul-2014	29-Jul-2014	Change	Change %	Previous Week
Open	119-042	119-012	-0-030	-0.1%	119-045
High	119-052	119-057	0-005	0.0%	119-107
Low	118-317	118-315	-0-002	0.0%	118-307
Close	119-012	119-047	0-035	0.1%	119-052
Range	0-055	0-062	0-007	12.7%	0-120
ATR	0-087	0-085	-0-002	-2.0%	0-000
Volume	460,600	666,111	205,511	44.6%	2,698,072

Daily Pivots for day following 29-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-219	119-195	119-081
R3	119-157	119-133	119-064
R2	119-095	119-095	119-058
R1	119-071	119-071	119-053	119-083
PP	119-033	119-033	119-033	119-039
S1	119-009	119-009	119-041	119-021
S2	118-291	118-291	119-036
S3	118-229	118-267	119-030
S4	118-167	118-205	119-013

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%	0-067	0.2%	50%	False	False	537,555
10	119-157	118-307	0-170	0.4%	0-078	0.2%	35%	False	False	572,372
20	119-172	118-207	0-285	0.7%	0-089	0.2%	56%	False	False	600,014
40	119-172	118-180	0-312	0.8%	0-090	0.2%	60%	False	False	614,258
60	120-015	118-170	1-165	1.3%	0-086	0.2%	41%	False	False	477,639
80	120-015	117-280	2-055	1.8%	0-081	0.2%	59%	False	False	358,640

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-000
2.618	119-219
1.618	119-157
1.000	119-119
0.618	119-095
HIGH	119-057
0.618	119-033
0.500	119-026
0.382	119-019
LOW	118-315
0.618	118-277
1.000	118-253
1.618	118-215
2.618	118-153
4.250	118-052

Fisher Pivots for day following 29-Jul-2014
Pivot	1 day	3 day
R1	119-040	119-039
PP	119-033	119-031
S1	119-026	119-024

Download as Excel Spreadsheet

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

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