ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	119-205	119-170	-0-035	-0.1%	119-090
High	119-315	119-202	-0-113	-0.3%	119-315
Low	119-170	119-147	-0-023	-0.1%	119-060
Close	119-195	119-190	-0-005	0.0%	119-195
Range	0-145	0-055	-0-090	-62.1%	0-255
ATR	0-099	0-096	-0-003	-3.2%	0-000
Volume	856,346	463,600	-392,746	-45.9%	3,328,406

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-025	120-002	119-220
R3	119-290	119-267	119-205
R2	119-235	119-235	119-200
R1	119-212	119-212	119-195	119-224
PP	119-180	119-180	119-180	119-185
S1	119-157	119-157	119-185	119-168
S2	119-125	119-125	119-180
S3	119-070	119-102	119-175
S4	119-015	119-047	119-160

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%	0-095	0.2%	51%	False	False	661,983
10	119-315	118-195	1-120	1.1%	0-106	0.3%	72%	False	False	799,655
20	119-315	118-195	1-120	1.1%	0-094	0.2%	72%	False	False	695,964
40	119-315	118-180	1-135	1.2%	0-093	0.2%	73%	False	False	651,159
60	120-015	118-180	1-155	1.2%	0-091	0.2%	69%	False	False	598,678
80	120-015	118-030	1-305	1.6%	0-086	0.2%	77%	False	False	450,198
100	120-015	117-250	2-085	1.9%	0-075	0.2%	80%	False	False	360,217

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-019
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	120-116
2.618	120-026
1.618	119-291
1.000	119-257
0.618	119-236
HIGH	119-202
0.618	119-181
0.500	119-174
0.382	119-168
LOW	119-147
0.618	119-113
1.000	119-092
1.618	119-058
2.618	119-003
4.250	118-233

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	119-185	119-214
PP	119-180	119-206
S1	119-174	119-198

Download as Excel Spreadsheet

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

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