ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	119-265	119-182	-0-083	-0.2%	119-170
High	119-270	119-215	-0-055	-0.1%	120-070
Low	119-162	119-160	-0-002	0.0%	119-147
Close	119-177	119-187	0-010	0.0%	119-315
Range	0-108	0-055	-0-053	-49.1%	0-243
ATR	0-093	0-090	-0-003	-2.9%	0-000
Volume	757,113	696,159	-60,954	-8.1%	3,281,485

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-032	120-005	119-217
R3	119-297	119-270	119-202
R2	119-242	119-242	119-197
R1	119-215	119-215	119-192	119-228
PP	119-187	119-187	119-187	119-194
S1	119-160	119-160	119-182	119-174
S2	119-132	119-132	119-177
S3	119-077	119-105	119-172
S4	119-022	119-050	119-157

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	119-160	0-230	0.6%	0-086	0.2%	12%	False	True	637,878
10	120-070	119-147	0-243	0.6%	0-086	0.2%	16%	False	False	643,927
20	120-070	118-195	1-195	1.3%	0-093	0.2%	61%	False	False	705,486
40	120-070	118-195	1-195	1.3%	0-091	0.2%	61%	False	False	651,963
60	120-070	118-180	1-210	1.4%	0-092	0.2%	62%	False	False	652,692
80	120-070	118-060	2-010	1.7%	0-090	0.2%	69%	False	False	514,065
100	120-070	117-250	2-140	2.0%	0-081	0.2%	74%	False	False	411,410

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-018
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-129
2.618	120-039
1.618	119-304
1.000	119-270
0.618	119-249
HIGH	119-215
0.618	119-194
0.500	119-188
0.382	119-181
LOW	119-160
0.618	119-126
1.000	119-105
1.618	119-071
2.618	119-016
4.250	118-246

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	119-188	119-240
PP	119-187	119-222
S1	119-187	119-205

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

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