ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	119-042	118-262	-0-100	-0.3%	119-045
High	119-045	118-285	-0-080	-0.2%	119-107
Low	118-195	118-200	0-005	0.0%	118-307
Close	118-257	118-267	0-010	0.0%	119-052
Range	0-170	0-085	-0-085	-50.0%	0-120
ATR	0-091	0-091	0-000	-0.5%	0-000
Volume	1,141,650	1,004,338	-137,312	-12.0%	2,698,072

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-186	119-151	118-314
R3	119-101	119-066	118-290
R2	119-016	119-016	118-283
R1	118-301	118-301	118-275	118-318
PP	118-251	118-251	118-251	118-259
S1	118-216	118-216	118-259	118-234
S2	118-166	118-166	118-251
S3	118-081	118-131	118-244
S4	117-316	118-046	118-220

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-089	120-030	119-118
R3	119-289	119-230	119-085
R2	119-169	119-169	119-074
R1	119-110	119-110	119-063	119-140
PP	119-049	119-049	119-049	119-063
S1	118-310	118-310	119-041	119-020
S2	118-249	118-249	119-030
S3	118-129	118-190	119-019
S4	118-009	118-070	118-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-060	118-195	0-185	0.5%	0-089	0.2%	39%	False	False	761,189
10	119-157	118-195	0-282	0.7%	0-084	0.2%	26%	False	False	653,869
20	119-172	118-195	0-297	0.8%	0-093	0.2%	24%	False	False	651,115
40	119-172	118-180	0-312	0.8%	0-092	0.2%	28%	False	False	635,573
60	120-015	118-170	1-165	1.3%	0-089	0.2%	20%	False	False	513,269
80	120-015	118-030	1-305	1.6%	0-082	0.2%	38%	False	False	385,465
100	120-015	117-250	2-085	1.9%	0-067	0.2%	46%	False	False	308,373

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

Fibonacci Retracements and Extensions
4.250	120-006
2.618	119-188
1.618	119-103
1.000	119-050
0.618	119-018
HIGH	118-285
0.618	118-253
0.500	118-242
0.382	118-232
LOW	118-200
0.618	118-147
1.000	118-115
1.618	118-062
2.618	117-297
4.250	117-159

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	118-259	118-286
PP	118-251	118-280
S1	118-242	118-273

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

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