ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	119-170	119-182	0-012	0.0%	119-090
High	119-202	119-212	0-010	0.0%	119-315
Low	119-147	119-167	0-020	0.1%	119-060
Close	119-190	119-195	0-005	0.0%	119-195
Range	0-055	0-045	-0-010	-18.2%	0-255
ATR	0-096	0-092	-0-004	-3.8%	0-000
Volume	463,600	524,535	60,935	13.1%	3,328,406

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-006	119-306	119-220
R3	119-281	119-261	119-207
R2	119-236	119-236	119-203
R1	119-216	119-216	119-199	119-226
PP	119-191	119-191	119-191	119-196
S1	119-171	119-171	119-191	119-181
S2	119-146	119-146	119-187
S3	119-101	119-126	119-183
S4	119-056	119-081	119-170

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	119-090	0-225	0.6%	0-087	0.2%	47%	False	False	642,484
10	119-315	118-195	1-120	1.1%	0-104	0.3%	73%	False	False	785,497
20	119-315	118-195	1-120	1.1%	0-091	0.2%	73%	False	False	678,935
40	119-315	118-180	1-135	1.2%	0-093	0.2%	74%	False	False	653,681
60	120-015	118-180	1-155	1.2%	0-091	0.2%	71%	False	False	607,104
80	120-015	118-030	1-305	1.6%	0-085	0.2%	78%	False	False	456,753
100	120-015	117-250	2-085	1.9%	0-075	0.2%	81%	False	False	365,463

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 14 trading days

Fibonacci Retracements and Extensions
4.250	120-083
2.618	120-010
1.618	119-285
1.000	119-257
0.618	119-240
HIGH	119-212
0.618	119-195
0.500	119-190
0.382	119-184
LOW	119-167
0.618	119-139
1.000	119-122
1.618	119-094
2.618	119-049
4.250	118-296

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	119-193	119-231
PP	119-191	119-219
S1	119-190	119-207

Download as Excel Spreadsheet

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

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