ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 08-Aug-2014

Day Change Summary
	Previous	Current
	07-Aug-2014	08-Aug-2014	Change	Change %	Previous Week
Open	119-132	119-205	0-073	0.2%	119-090
High	119-220	119-315	0-095	0.2%	119-315
Low	119-112	119-170	0-058	0.2%	119-060
Close	119-207	119-195	-0-012	0.0%	119-195
Range	0-108	0-145	0-037	34.3%	0-255
ATR	0-095	0-099	0-004	3.7%	0-000
Volume	682,548	856,346	173,798	25.5%	3,328,406

Daily Pivots for day following 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-022	120-253	119-275
R3	120-197	120-108	119-235
R2	120-052	120-052	119-222
R1	119-283	119-283	119-208	119-255
PP	119-227	119-227	119-227	119-212
S1	119-138	119-138	119-182	119-110
S2	119-082	119-082	119-168
S3	118-257	118-313	119-155
S4	118-112	118-168	119-115

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-315	121-190	120-015
R3	121-060	120-255	119-265
R2	120-125	120-125	119-242
R1	120-000	120-000	119-218	120-062
PP	119-190	119-190	119-190	119-221
S1	119-065	119-065	119-172	119-128
S2	118-255	118-255	119-148
S3	118-000	118-130	119-125
S4	117-065	117-195	119-055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-315	119-060	0-255	0.7%	0-097	0.3%	53%	True	False	665,681
10	119-315	118-195	1-120	1.1%	0-106	0.3%	73%	True	False	799,355
20	119-315	118-195	1-120	1.1%	0-095	0.2%	73%	True	False	688,806
40	119-315	118-180	1-135	1.2%	0-094	0.2%	74%	True	False	657,071
60	120-015	118-180	1-155	1.2%	0-092	0.2%	71%	False	False	591,099
80	120-015	118-030	1-305	1.6%	0-086	0.2%	78%	False	False	444,416
100	120-015	117-250	2-085	1.9%	0-074	0.2%	81%	False	False	355,581

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	121-291
2.618	121-055
1.618	120-230
1.000	120-140
0.618	120-085
HIGH	119-315
0.618	119-260
0.500	119-242
0.382	119-225
LOW	119-170
0.618	119-080
1.000	119-025
1.618	118-255
2.618	118-110
4.250	117-194

Fisher Pivots for day following 08-Aug-2014
Pivot	1 day	3 day
R1	119-242	119-202
PP	119-227	119-200
S1	119-211	119-198

Download as Excel Spreadsheet

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

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