ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	119-252	119-260	0-008	0.0%	119-170
High	119-310	120-070	0-080	0.2%	120-070
Low	119-237	119-250	0-013	0.0%	119-147
Close	119-270	119-315	0-045	0.1%	119-315
Range	0-073	0-140	0-067	91.8%	0-243
ATR	0-092	0-096	0-003	3.7%	0-000
Volume	752,824	887,943	135,119	17.9%	3,281,485

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-098	121-027	120-072
R3	120-278	120-207	120-034
R2	120-138	120-138	120-021
R1	120-067	120-067	120-008	120-102
PP	119-318	119-318	119-318	120-016
S1	119-247	119-247	119-302	119-282
S2	119-178	119-178	119-289
S3	119-038	119-107	119-276
S4	118-218	118-287	119-238

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-053	121-267	120-129
R3	121-130	121-024	120-062
R2	120-207	120-207	120-040
R1	120-101	120-101	120-017	120-154
PP	119-284	119-284	119-284	119-310
S1	119-178	119-178	119-293	119-231
S2	119-041	119-041	119-270
S3	118-118	118-255	119-248
S4	117-195	118-012	119-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-070	119-147	0-243	0.6%	0-086	0.2%	69%	True	False	656,297
10	120-070	119-060	1-010	0.9%	0-092	0.2%	77%	True	False	660,989
20	120-070	118-195	1-195	1.3%	0-092	0.2%	85%	True	False	698,655
40	120-070	118-195	1-195	1.3%	0-092	0.2%	85%	True	False	648,566
60	120-070	118-180	1-210	1.4%	0-092	0.2%	86%	True	False	643,178
80	120-070	118-050	2-020	1.7%	0-089	0.2%	89%	True	False	485,416
100	120-070	117-250	2-140	2.0%	0-078	0.2%	90%	True	False	388,396

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	0-020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-025
2.618	121-117
1.618	120-297
1.000	120-210
0.618	120-157
HIGH	120-070
0.618	120-017
0.500	120-000
0.382	119-303
LOW	119-250
0.618	119-163
1.000	119-110
1.618	119-023
2.618	118-203
4.250	117-295

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	120-000	119-300
PP	119-318	119-285
S1	119-317	119-270

Download as Excel Spreadsheet

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

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