ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	119-090	119-115	0-025	0.1%	118-255
High	119-145	119-117	-0-028	-0.1%	119-172
Low	119-067	119-052	-0-015	0.0%	118-220
Close	119-112	119-060	-0-052	-0.1%	119-112
Range	0-078	0-065	-0-013	-16.7%	0-272
ATR	0-095	0-092	-0-002	-2.2%	0-000
Volume	436,525	320,445	-116,080	-26.6%	3,206,983

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-271	119-231	119-096
R3	119-206	119-166	119-078
R2	119-141	119-141	119-072
R1	119-101	119-101	119-066	119-088
PP	119-076	119-076	119-076	119-070
S1	119-036	119-036	119-054	119-024
S2	119-011	119-011	119-048
S3	118-266	118-291	119-042
S4	118-201	118-226	119-024

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	118-245	0-247	0.6%	0-102	0.3%	55%	False	False	626,817
10	119-172	118-207	0-285	0.7%	0-093	0.2%	61%	False	False	592,411
20	119-172	118-180	0-312	0.8%	0-092	0.2%	64%	False	False	606,354
40	120-015	118-180	1-155	1.2%	0-089	0.2%	42%	False	False	550,036
60	120-015	118-030	1-305	1.6%	0-083	0.2%	56%	False	False	368,276
80	120-015	117-250	2-085	1.9%	0-070	0.2%	62%	False	False	276,281

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-073
2.618	119-287
1.618	119-222
1.000	119-182
0.618	119-157
HIGH	119-117
0.618	119-092
0.500	119-084
0.382	119-077
LOW	119-052
0.618	119-012
1.000	118-307
1.618	118-267
2.618	118-202
4.250	118-096

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	119-084	119-110
PP	119-076	119-093
S1	119-068	119-076

Download as Excel Spreadsheet

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

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