ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 19-Aug-2014

Day Change Summary
	Previous	Current
	18-Aug-2014	19-Aug-2014	Change	Change %	Previous Week
Open	119-310	119-267	-0-043	-0.1%	119-170
High	119-315	120-000	0-005	0.0%	120-070
Low	119-257	119-252	-0-005	0.0%	119-147
Close	119-280	119-260	-0-020	-0.1%	119-315
Range	0-058	0-068	0-010	17.2%	0-243
ATR	0-093	0-091	-0-002	-1.9%	0-000
Volume	416,077	432,098	16,021	3.9%	3,281,485

Daily Pivots for day following 19-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-161	120-119	119-297
R3	120-093	120-051	119-279
R2	120-025	120-025	119-272
R1	119-303	119-303	119-266	119-290
PP	119-277	119-277	119-277	119-271
S1	119-235	119-235	119-254	119-222
S2	119-209	119-209	119-248
S3	119-141	119-167	119-241
S4	119-073	119-099	119-223

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	119-150	0-240	0.6%	0-091	0.2%	46%	False	False	628,305
10	120-070	119-090	0-300	0.8%	0-089	0.2%	57%	False	False	635,394
20	120-070	118-195	1-195	1.3%	0-092	0.2%	75%	False	False	684,213
40	120-070	118-195	1-195	1.3%	0-091	0.2%	75%	False	False	648,523
60	120-070	118-180	1-210	1.4%	0-092	0.2%	75%	False	False	651,809
80	120-070	118-060	2-010	1.7%	0-089	0.2%	80%	False	False	495,936
100	120-070	117-250	2-140	2.0%	0-080	0.2%	83%	False	False	396,878

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	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-289
2.618	120-178
1.618	120-110
1.000	120-068
0.618	120-042
HIGH	120-000
0.618	119-294
0.500	119-286
0.382	119-278
LOW	119-252
0.618	119-210
1.000	119-184
1.618	119-142
2.618	119-074
4.250	118-283

Fisher Pivots for day following 19-Aug-2014
Pivot	1 day	3 day
R1	119-286	120-000
PP	119-277	119-300
S1	119-269	119-280

Download as Excel Spreadsheet

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

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