ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	119-127	119-137	0-010	0.0%	118-312
High	119-150	119-147	-0-003	0.0%	119-157
Low	119-100	119-082	-0-018	0.0%	118-262
Close	119-147	119-097	-0-050	-0.1%	119-125
Range	0-050	0-065	0-015	30.0%	0-215
ATR	0-088	0-086	-0-002	-1.9%	0-000
Volume	512,673	452,251	-60,422	-11.8%	2,812,620

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-304	119-265	119-133
R3	119-239	119-200	119-115
R2	119-174	119-174	119-109
R1	119-135	119-135	119-103	119-122
PP	119-109	119-109	119-109	119-102
S1	119-070	119-070	119-091	119-057
S2	119-044	119-044	119-085
S3	118-299	119-005	119-079
S4	118-234	118-260	119-061

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-080	120-317	119-243
R3	120-185	120-102	119-184
R2	119-290	119-290	119-164
R1	119-207	119-207	119-145	119-248
PP	119-075	119-075	119-075	119-095
S1	118-312	118-312	119-105	119-034
S2	118-180	118-180	119-086
S3	117-285	118-097	119-066
S4	117-070	117-202	119-007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-157	118-315	0-162	0.4%	0-074	0.2%	63%	False	False	557,771
10	119-157	118-180	0-297	0.8%	0-086	0.2%	80%	False	False	600,394
20	119-157	118-180	0-297	0.8%	0-089	0.2%	80%	False	False	618,032
40	120-015	118-170	1-165	1.3%	0-086	0.2%	51%	False	False	427,660
60	120-015	118-030	1-305	1.6%	0-077	0.2%	62%	False	False	285,720

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

Fibonacci Retracements and Extensions
4.250	120-103
2.618	119-317
1.618	119-252
1.000	119-212
0.618	119-187
HIGH	119-147
0.618	119-122
0.500	119-114
0.382	119-107
LOW	119-082
0.618	119-042
1.000	119-017
1.618	118-297
2.618	118-232
4.250	118-126

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	119-114	119-120
PP	119-109	119-112
S1	119-103	119-104

Download as Excel Spreadsheet

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

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