ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	119-090	119-015	-0-075	-0.2%	118-312
High	119-105	119-030	-0-075	-0.2%	119-157
Low	119-002	118-207	-0-115	-0.3%	118-262
Close	119-005	118-275	-0-050	-0.1%	119-125
Range	0-103	0-143	0-040	38.8%	0-215
ATR	0-087	0-091	0-004	4.5%	0-000
Volume	671,714	760,044	88,330	13.1%	2,812,620

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-066	119-314	119-034
R3	119-243	119-171	118-314
R2	119-100	119-100	118-301
R1	119-028	119-028	118-288	118-312
PP	118-277	118-277	118-277	118-260
S1	118-205	118-205	118-262	118-170
S2	118-134	118-134	118-249
S3	117-311	118-062	118-236
S4	117-168	117-239	118-196

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	118-207	0-270	0.7%	0-084	0.2%	25%	False	True	573,826
10	119-157	118-207	0-270	0.7%	0-083	0.2%	25%	False	True	567,805
20	119-157	118-180	0-297	0.8%	0-092	0.2%	32%	False	False	620,442
40	120-015	118-180	1-155	1.2%	0-088	0.2%	20%	False	False	463,318
60	120-015	118-030	1-305	1.6%	0-080	0.2%	39%	False	False	309,582
80	120-015	117-250	2-085	1.9%	0-063	0.2%	48%	False	False	232,188

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	120-318
2.618	120-084
1.618	119-261
1.000	119-173
0.618	119-118
HIGH	119-030
0.618	118-295
0.500	118-278
0.382	118-262
LOW	118-207
0.618	118-119
1.000	118-064
1.618	117-296
2.618	117-153
4.250	116-239

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	118-278	119-017
PP	118-277	118-316
S1	118-276	118-296

Download as Excel Spreadsheet

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

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