ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 22-Aug-2014

Day Change Summary
	Previous	Current
	21-Aug-2014	22-Aug-2014	Change	Change %	Previous Week
Open	119-182	119-185	0-003	0.0%	119-310
High	119-215	119-225	0-010	0.0%	120-000
Low	119-160	119-097	-0-063	-0.2%	119-097
Close	119-187	119-135	-0-052	-0.1%	119-135
Range	0-055	0-128	0-073	132.7%	0-223
ATR	0-090	0-093	0-003	3.0%	0-000
Volume	696,159	902,673	206,514	29.7%	3,204,120

Daily Pivots for day following 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-216	120-144	119-205
R3	120-088	120-016	119-170
R2	119-280	119-280	119-158
R1	119-208	119-208	119-147	119-180
PP	119-152	119-152	119-152	119-138
S1	119-080	119-080	119-123	119-052
S2	119-024	119-024	119-112
S3	118-216	118-272	119-100
S4	118-088	118-144	119-065

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-213	121-077	119-258
R3	120-310	120-174	119-196
R2	120-087	120-087	119-176
R1	119-271	119-271	119-155	119-228
PP	119-184	119-184	119-184	119-162
S1	119-048	119-048	119-115	119-004
S2	118-281	118-281	119-094
S3	118-058	118-145	119-074
S4	117-155	117-242	119-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-000	119-097	0-223	0.6%	0-083	0.2%	17%	False	True	640,824
10	120-070	119-097	0-293	0.8%	0-085	0.2%	13%	False	True	648,560
20	120-070	118-195	1-195	1.3%	0-095	0.2%	50%	False	False	723,957
40	120-070	118-195	1-195	1.3%	0-092	0.2%	50%	False	False	658,446
60	120-070	118-180	1-210	1.4%	0-093	0.2%	52%	False	False	654,761
80	120-070	118-060	2-010	1.7%	0-091	0.2%	61%	False	False	525,213
100	120-070	117-250	2-140	2.0%	0-083	0.2%	67%	False	False	420,437

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	121-129
2.618	120-240
1.618	120-112
1.000	120-033
0.618	119-304
HIGH	119-225
0.618	119-176
0.500	119-161
0.382	119-146
LOW	119-097
0.618	119-018
1.000	118-289
1.618	118-210
2.618	118-082
4.250	117-193

Fisher Pivots for day following 22-Aug-2014
Pivot	1 day	3 day
R1	119-161	119-184
PP	119-152	119-167
S1	119-144	119-151

Download as Excel Spreadsheet

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

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