ECBOT 5 Year T-Note Future September 2014

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

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	119-190	119-220	0-030	0.1%	119-132
High	119-245	119-242	-0-003	0.0%	119-245
Low	119-187	119-197	0-010	0.0%	119-105
Close	119-222	119-230	0-008	0.0%	119-230
Range	0-058	0-045	-0-013	-22.4%	0-140
ATR	0-083	0-080	-0-003	-3.3%	0-000
Volume	969,012	183,908	-785,104	-81.0%	5,016,785

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-038	120-019	119-255
R3	119-313	119-294	119-242
R2	119-268	119-268	119-238
R1	119-249	119-249	119-234	119-258
PP	119-223	119-223	119-223	119-228
S1	119-204	119-204	119-226	119-214
S2	119-178	119-178	119-222
S3	119-133	119-159	119-218
S4	119-088	119-114	119-205

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-293	120-242	119-307
R3	120-153	120-102	119-268
R2	120-013	120-013	119-256
R1	119-282	119-282	119-243	119-308
PP	119-193	119-193	119-193	119-206
S1	119-142	119-142	119-217	119-168
S2	119-053	119-053	119-204
S3	118-233	119-002	119-192
S4	118-093	118-182	119-153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-245	119-105	0-140	0.4%	0-053	0.1%	89%	False	False	1,003,357
10	120-000	119-097	0-223	0.6%	0-068	0.2%	60%	False	False	822,090
20	120-070	119-060	1-010	0.9%	0-080	0.2%	52%	False	False	741,539
40	120-070	118-195	1-195	1.3%	0-088	0.2%	69%	False	False	712,137
60	120-070	118-180	1-210	1.4%	0-089	0.2%	70%	False	False	681,572
80	120-070	118-180	1-210	1.4%	0-088	0.2%	70%	False	False	587,727
100	120-070	118-030	2-040	1.8%	0-083	0.2%	76%	False	False	470,604
120	120-070	117-250	2-140	2.0%	0-071	0.2%	79%	False	False	392,171

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-113
2.618	120-040
1.618	119-315
1.000	119-287
0.618	119-270
HIGH	119-242
0.618	119-225
0.500	119-220
0.382	119-214
LOW	119-197
0.618	119-169
1.000	119-152
1.618	119-124
2.618	119-079
4.250	119-006

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	119-226	119-218
PP	119-223	119-206
S1	119-220	119-194

Download as Excel Spreadsheet

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

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