ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 09-Jul-2014

Day Change Summary
	Previous	Current
	08-Jul-2014	09-Jul-2014	Change	Change %	Previous Week
Open	118-277	119-020	0-063	0.2%	119-127
High	119-045	119-062	0-017	0.0%	119-150
Low	118-262	118-245	-0-017	0.0%	118-207
Close	119-015	119-050	0-035	0.1%	118-275
Range	0-103	0-137	0-034	33.0%	0-263
ATR	0-090	0-094	0-003	3.7%	0-000
Volume	590,399	797,659	207,260	35.1%	2,396,682

Daily Pivots for day following 09-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-103	120-054	119-125
R3	119-286	119-237	119-088
R2	119-149	119-149	119-075
R1	119-100	119-100	119-063	119-124
PP	119-012	119-012	119-012	119-025
S1	118-283	118-283	119-037	118-308
S2	118-195	118-195	119-025
S3	118-058	118-146	119-012
S4	117-241	118-009	118-295

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-146	120-314	119-100
R3	120-203	120-051	119-027
R2	119-260	119-260	119-003
R1	119-108	119-108	118-299	119-052
PP	118-317	118-317	118-317	118-290
S1	118-165	118-165	118-251	118-110
S2	118-054	118-054	118-227
S3	117-111	117-222	118-203
S4	116-168	116-279	118-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-105	118-207	0-218	0.6%	0-110	0.3%	75%	False	False	642,631
10	119-157	118-207	0-270	0.7%	0-092	0.2%	60%	False	False	600,201
20	119-157	118-180	0-297	0.8%	0-093	0.2%	64%	False	False	618,388
40	120-015	118-180	1-155	1.2%	0-091	0.2%	40%	False	False	507,266
60	120-015	118-030	1-305	1.6%	0-083	0.2%	54%	False	False	339,235
80	120-015	117-250	2-085	1.9%	0-066	0.2%	61%	False	False	254,456

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	False
3BNR	False
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	121-004
2.618	120-101
1.618	119-284
1.000	119-199
0.618	119-147
HIGH	119-062
0.618	119-010
0.500	118-314
0.382	118-297
LOW	118-245
0.618	118-160
1.000	118-108
1.618	118-023
2.618	117-206
4.250	116-303

Fisher Pivots for day following 09-Jul-2014
Pivot	1 day	3 day
R1	119-031	119-027
PP	119-012	119-004
S1	118-314	118-301

Download as Excel Spreadsheet

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

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