ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 10-Jul-2014

Day Change Summary
	Previous	Current
	09-Jul-2014	10-Jul-2014	Change	Change %	Previous Week
Open	119-020	119-052	0-032	0.1%	119-127
High	119-062	119-172	0-110	0.3%	119-150
Low	118-245	119-047	0-122	0.3%	118-207
Close	119-050	119-100	0-050	0.1%	118-275
Range	0-137	0-125	-0-012	-8.8%	0-263
ATR	0-094	0-096	0-002	2.4%	0-000
Volume	797,659	989,057	191,398	24.0%	2,396,682

Daily Pivots for day following 10-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-161	120-096	119-169
R3	120-036	119-291	119-134
R2	119-231	119-231	119-123
R1	119-166	119-166	119-111	119-198
PP	119-106	119-106	119-106	119-123
S1	119-041	119-041	119-089	119-074
S2	118-301	118-301	119-077
S3	118-176	118-236	119-066
S4	118-051	118-111	119-031

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	119-172	118-207	0-285	0.7%	0-114	0.3%	75%	True	False	706,100
10	119-172	118-207	0-285	0.7%	0-095	0.2%	75%	True	False	628,295
20	119-172	118-180	0-312	0.8%	0-095	0.2%	77%	True	False	637,987
40	120-015	118-180	1-155	1.2%	0-092	0.2%	51%	False	False	531,687
60	120-015	118-030	1-305	1.6%	0-083	0.2%	62%	False	False	355,681
80	120-015	117-250	2-085	1.9%	0-068	0.2%	68%	False	False	266,819

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-063
2.618	120-179
1.618	120-054
1.000	119-297
0.618	119-249
HIGH	119-172
0.618	119-124
0.500	119-110
0.382	119-095
LOW	119-047
0.618	118-290
1.000	118-242
1.618	118-165
2.618	118-040
4.250	117-156

Fisher Pivots for day following 10-Jul-2014
Pivot	1 day	3 day
R1	119-110	119-083
PP	119-106	119-066
S1	119-103	119-048

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

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