ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 11-Jul-2014

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	119-052	119-090	0-038	0.1%	118-255
High	119-172	119-145	-0-027	-0.1%	119-172
Low	119-047	119-067	0-020	0.1%	118-220
Close	119-100	119-112	0-012	0.0%	119-112
Range	0-125	0-078	-0-047	-37.6%	0-272
ATR	0-096	0-095	-0-001	-1.3%	0-000
Volume	989,057	436,525	-552,532	-55.9%	3,206,983

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-022	119-305	119-155
R3	119-264	119-227	119-133
R2	119-186	119-186	119-126
R1	119-149	119-149	119-119	119-168
PP	119-108	119-108	119-108	119-117
S1	119-071	119-071	119-105	119-090
S2	119-030	119-030	119-098
S3	118-272	118-313	119-091
S4	118-194	118-235	119-069

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-237	121-127	119-262
R3	120-285	120-175	119-187
R2	120-013	120-013	119-162
R1	119-223	119-223	119-137	119-278
PP	119-061	119-061	119-061	119-089
S1	118-271	118-271	119-087	119-006
S2	118-109	118-109	119-062
S3	117-157	117-319	119-037
S4	116-205	117-047	118-282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-172	118-220	0-272	0.7%	0-101	0.3%	78%	False	False	641,396
10	119-172	118-207	0-285	0.7%	0-092	0.2%	79%	False	False	607,611
20	119-172	118-180	0-312	0.8%	0-093	0.2%	81%	False	False	625,337
40	120-015	118-180	1-155	1.2%	0-091	0.2%	53%	False	False	542,246
60	120-015	118-030	1-305	1.6%	0-083	0.2%	64%	False	False	362,953
80	120-015	117-250	2-085	1.9%	0-069	0.2%	69%	False	False	272,275

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

Fibonacci Retracements and Extensions
4.250	120-156
2.618	120-029
1.618	119-271
1.000	119-223
0.618	119-193
HIGH	119-145
0.618	119-115
0.500	119-106
0.382	119-097
LOW	119-067
0.618	119-019
1.000	118-309
1.618	118-261
2.618	118-183
4.250	118-056

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	119-110	119-091
PP	119-108	119-070
S1	119-106	119-048

Download as Excel Spreadsheet

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

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