ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	119-045	119-040	-0-005	0.0%	119-115
High	119-087	119-087	0-000	0.0%	119-157
Low	119-027	119-007	-0-020	-0.1%	118-310
Close	119-030	119-077	0-047	0.1%	119-060
Range	0-060	0-080	0-020	33.3%	0-167
ATR	0-094	0-093	-0-001	-1.0%	0-000
Volume	482,085	654,922	172,837	35.9%	3,084,506

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-297	119-267	119-121
R3	119-217	119-187	119-099
R2	119-137	119-137	119-092
R1	119-107	119-107	119-084	119-122
PP	119-057	119-057	119-057	119-064
S1	119-027	119-027	119-070	119-042
S2	118-297	118-297	119-062
S3	118-217	118-267	119-055
S4	118-137	118-187	119-033

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-250	120-162	119-152
R3	120-083	119-315	119-106
R2	119-236	119-236	119-091
R1	119-148	119-148	119-075	119-108
PP	119-069	119-069	119-069	119-049
S1	118-301	118-301	119-045	118-262
S2	118-222	118-222	119-029
S3	118-055	118-134	119-014
S4	117-208	117-287	118-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-157	118-310	0-167	0.4%	0-088	0.2%	52%	False	False	607,189
10	119-172	118-245	0-247	0.6%	0-096	0.3%	62%	False	False	644,475
20	119-172	118-207	0-285	0.7%	0-091	0.2%	67%	False	False	612,832
40	120-015	118-180	1-155	1.2%	0-092	0.2%	46%	False	False	635,606
60	120-015	118-060	1-275	1.6%	0-088	0.2%	57%	False	False	433,177
80	120-015	117-250	2-085	1.9%	0-077	0.2%	64%	False	False	325,044

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-107
2.618	119-296
1.618	119-216
1.000	119-167
0.618	119-136
HIGH	119-087
0.618	119-056
0.500	119-047
0.382	119-038
LOW	119-007
0.618	118-278
1.000	118-247
1.618	118-198
2.618	118-118
4.250	117-307

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	119-067	119-082
PP	119-057	119-080
S1	119-047	119-079

Download as Excel Spreadsheet

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

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