ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 20-Aug-2014

Day Change Summary
	Previous	Current
	19-Aug-2014	20-Aug-2014	Change	Change %	Previous Week
Open	119-267	119-265	-0-002	0.0%	119-170
High	120-000	119-270	-0-050	-0.1%	120-070
Low	119-252	119-162	-0-090	-0.2%	119-147
Close	119-260	119-177	-0-083	-0.2%	119-315
Range	0-068	0-108	0-040	58.8%	0-243
ATR	0-091	0-093	0-001	1.3%	0-000
Volume	432,098	757,113	325,015	75.2%	3,281,485

Daily Pivots for day following 20-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-207	120-140	119-236
R3	120-099	120-032	119-207
R2	119-311	119-311	119-197
R1	119-244	119-244	119-187	119-224
PP	119-203	119-203	119-203	119-193
S1	119-136	119-136	119-167	119-116
S2	119-095	119-095	119-157
S3	118-307	119-028	119-147
S4	118-199	118-240	119-118

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	119-162	0-228	0.6%	0-089	0.2%	7%	False	True	649,211
10	120-070	119-112	0-278	0.7%	0-092	0.2%	23%	False	False	642,566
20	120-070	118-195	1-195	1.3%	0-095	0.2%	59%	False	False	702,091
40	120-070	118-195	1-195	1.3%	0-092	0.2%	59%	False	False	652,262
60	120-070	118-180	1-210	1.4%	0-093	0.2%	60%	False	False	660,641
80	120-070	118-060	2-010	1.7%	0-090	0.2%	67%	False	False	505,387
100	120-070	117-250	2-140	2.0%	0-081	0.2%	73%	False	False	404,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-089
2.618	120-233
1.618	120-125
1.000	120-058
0.618	120-017
HIGH	119-270
0.618	119-229
0.500	119-216
0.382	119-203
LOW	119-162
0.618	119-095
1.000	119-054
1.618	118-307
2.618	118-199
4.250	118-023

Fisher Pivots for day following 20-Aug-2014
Pivot	1 day	3 day
R1	119-216	119-241
PP	119-203	119-220
S1	119-190	119-198

Download as Excel Spreadsheet

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

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