ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	119-260	119-310	0-050	0.1%	119-170
High	120-070	119-315	-0-075	-0.2%	120-070
Low	119-250	119-257	0-007	0.0%	119-147
Close	119-315	119-280	-0-035	-0.1%	119-315
Range	0-140	0-058	-0-082	-58.6%	0-243
ATR	0-096	0-093	-0-003	-2.8%	0-000
Volume	887,943	416,077	-471,866	-53.1%	3,281,485

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-138	120-107	119-312
R3	120-080	120-049	119-296
R2	120-022	120-022	119-291
R1	119-311	119-311	119-285	119-298
PP	119-284	119-284	119-284	119-277
S1	119-253	119-253	119-275	119-240
S2	119-226	119-226	119-269
S3	119-168	119-195	119-264
S4	119-110	119-137	119-248

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-053	121-267	120-129
R3	121-130	121-024	120-062
R2	120-207	120-207	120-040
R1	120-101	120-101	120-017	120-154
PP	119-284	119-284	119-284	119-310
S1	119-178	119-178	119-293	119-231
S2	119-041	119-041	119-270
S3	118-118	118-255	119-248
S4	117-195	118-012	119-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-070	119-150	0-240	0.6%	0-087	0.2%	54%	False	False	646,792
10	120-070	119-060	1-010	0.9%	0-091	0.2%	67%	False	False	654,387
20	120-070	118-195	1-195	1.3%	0-092	0.2%	79%	False	False	695,355
40	120-070	118-195	1-195	1.3%	0-091	0.2%	79%	False	False	647,249
60	120-070	118-180	1-210	1.4%	0-092	0.2%	79%	False	False	648,034
80	120-070	118-060	2-010	1.7%	0-089	0.2%	83%	False	False	490,586
100	120-070	117-250	2-140	2.0%	0-079	0.2%	86%	False	False	392,557

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-242
2.618	120-147
1.618	120-089
1.000	120-053
0.618	120-031
HIGH	119-315
0.618	119-293
0.500	119-286
0.382	119-279
LOW	119-257
0.618	119-221
1.000	119-199
1.618	119-163
2.618	119-105
4.250	119-010

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	119-286	119-314
PP	119-284	119-302
S1	119-282	119-291

Download as Excel Spreadsheet

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

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