ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	119-102	119-132	0-030	0.1%	119-042
High	119-172	119-220	0-048	0.1%	119-127
Low	119-090	119-112	0-022	0.1%	118-195
Close	119-130	119-207	0-077	0.2%	119-097
Range	0-082	0-108	0-026	31.7%	0-252
ATR	0-094	0-095	0-001	1.0%	0-000
Volume	685,394	682,548	-2,846	-0.4%	4,665,146

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-184	120-143	119-266
R3	120-076	120-035	119-237
R2	119-288	119-288	119-227
R1	119-247	119-247	119-217	119-268
PP	119-180	119-180	119-180	119-190
S1	119-139	119-139	119-197	119-160
S2	119-072	119-072	119-187
S3	118-284	119-031	119-177
S4	118-176	118-243	119-148

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	119-220	118-247	0-293	0.8%	0-108	0.3%	96%	True	False	772,901
10	119-220	118-195	1-025	0.9%	0-099	0.3%	96%	True	False	767,045
20	119-220	118-195	1-025	0.9%	0-092	0.2%	96%	True	False	667,815
40	119-220	118-180	1-040	0.9%	0-093	0.2%	96%	True	False	652,901
60	120-015	118-180	1-155	1.2%	0-092	0.2%	73%	False	False	577,063
80	120-015	118-030	1-305	1.6%	0-085	0.2%	80%	False	False	433,715
100	120-015	117-250	2-085	1.9%	0-073	0.2%	82%	False	False	347,018

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-039
2.618	120-183
1.618	120-075
1.000	120-008
0.618	119-287
HIGH	119-220
0.618	119-179
0.500	119-166
0.382	119-153
LOW	119-112
0.618	119-045
1.000	119-004
1.618	118-257
2.618	118-149
4.250	117-293

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	119-193	119-185
PP	119-180	119-162
S1	119-166	119-140

Download as Excel Spreadsheet

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

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