ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	119-142	119-190	0-048	0.1%	119-310
High	119-205	119-245	0-040	0.1%	120-000
Low	119-142	119-187	0-045	0.1%	119-097
Close	119-187	119-222	0-035	0.1%	119-135
Range	0-063	0-058	-0-005	-7.9%	0-223
ATR	0-085	0-083	-0-002	-2.3%	0-000
Volume	1,566,644	969,012	-597,632	-38.1%	3,204,120

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-072	120-045	119-254
R3	120-014	119-307	119-238
R2	119-276	119-276	119-233
R1	119-249	119-249	119-227	119-262
PP	119-218	119-218	119-218	119-225
S1	119-191	119-191	119-217	119-204
S2	119-160	119-160	119-211
S3	119-102	119-133	119-206
S4	119-044	119-075	119-190

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	119-245	119-097	0-148	0.4%	0-069	0.2%	84%	True	False	1,147,110
10	120-070	119-097	0-293	0.8%	0-078	0.2%	43%	False	False	892,494
20	120-070	118-247	1-143	1.2%	0-088	0.2%	64%	False	False	801,966
40	120-070	118-195	1-195	1.3%	0-090	0.2%	67%	False	False	726,540
60	120-070	118-180	1-210	1.4%	0-090	0.2%	68%	False	False	691,038
80	120-070	118-170	1-220	1.4%	0-089	0.2%	69%	False	False	585,444
100	120-070	118-030	2-040	1.8%	0-083	0.2%	75%	False	False	468,765
120	120-070	117-250	2-140	2.0%	0-071	0.2%	78%	False	False	390,639

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-172
2.618	120-077
1.618	120-019
1.000	119-303
0.618	119-281
HIGH	119-245
0.618	119-223
0.500	119-216
0.382	119-209
LOW	119-187
0.618	119-151
1.000	119-129
1.618	119-093
2.618	119-035
4.250	118-260

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	119-220	119-209
PP	119-218	119-196
S1	119-216	119-184

Download as Excel Spreadsheet

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

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