ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	119-190	119-252	0-062	0.2%	119-090
High	119-267	119-310	0-043	0.1%	119-315
Low	119-150	119-237	0-087	0.2%	119-060
Close	119-257	119-270	0-013	0.0%	119-195
Range	0-117	0-073	-0-044	-37.6%	0-255
ATR	0-094	0-092	-0-001	-1.6%	0-000
Volume	652,583	752,824	100,241	15.4%	3,328,406

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-171	120-134	119-310
R3	120-098	120-061	119-290
R2	120-025	120-025	119-283
R1	119-308	119-308	119-277	120-006
PP	119-272	119-272	119-272	119-282
S1	119-235	119-235	119-263	119-254
S2	119-199	119-199	119-257
S3	119-126	119-162	119-250
S4	119-053	119-089	119-230

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	119-147	0-168	0.4%	0-087	0.2%	73%	False	False	649,977
10	119-315	118-247	1-068	1.0%	0-098	0.3%	88%	False	False	711,439
20	119-315	118-195	1-120	1.1%	0-091	0.2%	90%	False	False	682,654
40	119-315	118-195	1-120	1.1%	0-091	0.2%	90%	False	False	646,097
60	120-015	118-180	1-155	1.2%	0-091	0.2%	86%	False	False	629,983
80	120-015	118-050	1-285	1.6%	0-088	0.2%	89%	False	False	474,319
100	120-015	117-250	2-085	1.9%	0-077	0.2%	91%	False	False	379,517

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-300
2.618	120-181
1.618	120-108
1.000	120-063
0.618	120-035
HIGH	119-310
0.618	119-282
0.500	119-274
0.382	119-265
LOW	119-237
0.618	119-192
1.000	119-164
1.618	119-119
2.618	119-046
4.250	118-247

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	119-274	119-257
PP	119-272	119-243
S1	119-271	119-230

Download as Excel Spreadsheet

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

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