ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	119-090	119-130	0-040	0.1%	119-042
High	119-145	119-147	0-002	0.0%	119-127
Low	119-080	119-060	-0-020	-0.1%	118-195
Close	119-117	119-105	-0-012	0.0%	119-097
Range	0-065	0-087	0-022	33.8%	0-252
ATR	0-096	0-095	-0-001	-0.7%	0-000
Volume	482,091	622,027	139,936	29.0%	4,665,146

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-045	120-002	119-153
R3	119-278	119-235	119-129
R2	119-191	119-191	119-121
R1	119-148	119-148	119-113	119-126
PP	119-104	119-104	119-104	119-093
S1	119-061	119-061	119-097	119-039
S2	119-017	119-017	119-089
S3	118-250	118-294	119-081
S4	118-163	118-207	119-057

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-149	121-055	119-236
R3	120-217	120-123	119-166
R2	119-285	119-285	119-143
R1	119-191	119-191	119-120	119-238
PP	119-033	119-033	119-033	119-056
S1	118-259	118-259	119-074	118-306
S2	118-101	118-101	119-051
S3	117-169	118-007	119-028
S4	116-237	117-075	118-278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-147	118-195	0-272	0.7%	0-121	0.3%	85%	True	False	928,510
10	119-147	118-195	0-272	0.7%	0-094	0.2%	85%	True	False	733,032
20	119-172	118-195	0-297	0.8%	0-095	0.2%	77%	False	False	688,754
40	119-172	118-180	0-312	0.8%	0-093	0.2%	79%	False	False	646,977
60	120-015	118-180	1-155	1.2%	0-091	0.2%	52%	False	False	554,616
80	120-015	118-030	1-305	1.6%	0-085	0.2%	63%	False	False	416,644
100	120-015	117-250	2-085	1.9%	0-071	0.2%	68%	False	False	333,339

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-197
2.618	120-055
1.618	119-288
1.000	119-234
0.618	119-201
HIGH	119-147
0.618	119-114
0.500	119-104
0.382	119-093
LOW	119-060
0.618	119-006
1.000	118-293
1.618	118-239
2.618	118-152
4.250	118-010

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	119-104	119-082
PP	119-104	119-060
S1	119-104	119-037

Download as Excel Spreadsheet

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

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