ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	119-125	119-142	0-017	0.0%	119-310
High	119-167	119-205	0-038	0.1%	120-000
Low	119-122	119-142	0-020	0.1%	119-097
Close	119-150	119-187	0-037	0.1%	119-135
Range	0-045	0-063	0-018	40.0%	0-223
ATR	0-087	0-085	-0-002	-1.9%	0-000
Volume	1,454,580	1,566,644	112,064	7.7%	3,204,120

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-047	120-020	119-222
R3	119-304	119-277	119-204
R2	119-241	119-241	119-199
R1	119-214	119-214	119-193	119-228
PP	119-178	119-178	119-178	119-185
S1	119-151	119-151	119-181	119-164
S2	119-115	119-115	119-175
S3	119-052	119-088	119-170
S4	118-309	119-025	119-152

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	119-225	119-097	0-128	0.3%	0-069	0.2%	70%	False	False	1,092,539
10	120-070	119-097	0-293	0.8%	0-079	0.2%	31%	False	False	870,875
20	120-070	118-200	1-190	1.3%	0-089	0.2%	60%	False	False	803,733
40	120-070	118-195	1-195	1.3%	0-091	0.2%	61%	False	False	719,108
60	120-070	118-180	1-210	1.4%	0-091	0.2%	62%	False	False	685,416
80	120-070	118-170	1-220	1.4%	0-089	0.2%	62%	False	False	573,384
100	120-070	118-030	2-040	1.8%	0-083	0.2%	70%	False	False	459,075

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-153
2.618	120-050
1.618	119-307
1.000	119-268
0.618	119-244
HIGH	119-205
0.618	119-181
0.500	119-174
0.382	119-166
LOW	119-142
0.618	119-103
1.000	119-079
1.618	119-040
2.618	118-297
4.250	118-194

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	119-182	119-176
PP	119-178	119-166
S1	119-174	119-155

Download as Excel Spreadsheet

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

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