ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 06-Aug-2014

Day Change Summary
	Previous	Current
	05-Aug-2014	06-Aug-2014	Change	Change %	Previous Week
Open	119-130	119-102	-0-028	-0.1%	119-042
High	119-147	119-172	0-025	0.1%	119-127
Low	119-060	119-090	0-030	0.1%	118-195
Close	119-105	119-130	0-025	0.1%	119-097
Range	0-087	0-082	-0-005	-5.7%	0-252
ATR	0-095	0-094	-0-001	-1.0%	0-000
Volume	622,027	685,394	63,367	10.2%	4,665,146

Daily Pivots for day following 06-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-057	120-015	119-175
R3	119-295	119-253	119-153
R2	119-213	119-213	119-145
R1	119-171	119-171	119-138	119-192
PP	119-131	119-131	119-131	119-141
S1	119-089	119-089	119-122	119-110
S2	119-049	119-049	119-115
S3	118-287	119-007	119-107
S4	118-205	118-245	119-085

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	119-172	118-200	0-292	0.8%	0-104	0.3%	86%	True	False	837,259
10	119-172	118-195	0-297	0.8%	0-099	0.3%	86%	True	False	761,615
20	119-172	118-195	0-297	0.8%	0-092	0.2%	86%	True	False	683,140
40	119-172	118-180	0-312	0.8%	0-093	0.2%	87%	True	False	650,764
60	120-015	118-180	1-155	1.2%	0-092	0.2%	57%	False	False	565,891
80	120-015	118-030	1-305	1.6%	0-085	0.2%	67%	False	False	425,211
100	120-015	117-250	2-085	1.9%	0-072	0.2%	72%	False	False	340,192

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-200
2.618	120-067
1.618	119-305
1.000	119-254
0.618	119-223
HIGH	119-172
0.618	119-141
0.500	119-131
0.382	119-121
LOW	119-090
0.618	119-039
1.000	119-008
1.618	118-277
2.618	118-195
4.250	118-062

Fisher Pivots for day following 06-Aug-2014
Pivot	1 day	3 day
R1	119-131	119-125
PP	119-131	119-121
S1	119-130	119-116

Download as Excel Spreadsheet

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

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