ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 13-Aug-2014

Day Change Summary
	Previous	Current
	12-Aug-2014	13-Aug-2014	Change	Change %	Previous Week
Open	119-182	119-190	0-008	0.0%	119-090
High	119-212	119-267	0-055	0.1%	119-315
Low	119-167	119-150	-0-017	0.0%	119-060
Close	119-195	119-257	0-062	0.2%	119-195
Range	0-045	0-117	0-072	160.0%	0-255
ATR	0-092	0-094	0-002	1.9%	0-000
Volume	524,535	652,583	128,048	24.4%	3,328,406

Daily Pivots for day following 13-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-256	120-213	120-001
R3	120-139	120-096	119-289
R2	120-022	120-022	119-278
R1	119-299	119-299	119-268	120-000
PP	119-225	119-225	119-225	119-235
S1	119-182	119-182	119-246	119-204
S2	119-108	119-108	119-236
S3	118-311	119-065	119-225
S4	118-194	118-268	119-193

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	119-112	0-203	0.5%	0-094	0.2%	71%	False	False	635,922
10	119-315	118-200	1-115	1.1%	0-099	0.3%	87%	False	False	736,590
20	119-315	118-195	1-120	1.1%	0-094	0.2%	87%	False	False	687,098
40	119-315	118-180	1-135	1.2%	0-093	0.2%	87%	False	False	651,488
60	120-015	118-180	1-155	1.2%	0-092	0.2%	84%	False	False	617,703
80	120-015	118-030	1-305	1.6%	0-087	0.2%	88%	False	False	464,909
100	120-015	117-250	2-085	1.9%	0-076	0.2%	89%	False	False	371,989

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-124
2.618	120-253
1.618	120-136
1.000	120-064
0.618	120-019
HIGH	119-267
0.618	119-222
0.500	119-208
0.382	119-195
LOW	119-150
0.618	119-078
1.000	119-033
1.618	118-281
2.618	118-164
4.250	117-293

Fisher Pivots for day following 13-Aug-2014
Pivot	1 day	3 day
R1	119-241	119-240
PP	119-225	119-224
S1	119-208	119-207

Download as Excel Spreadsheet

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

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