ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	119-220	119-225	0-005	0.0%	119-132
High	119-242	119-225	-0-017	0.0%	119-245
Low	119-197	119-082	-0-115	-0.3%	119-105
Close	119-230	119-142	-0-088	-0.2%	119-230
Range	0-045	0-143	0-098	217.8%	0-140
ATR	0-080	0-085	0-005	6.0%	0-000
Volume	183,908	166,405	-17,503	-9.5%	5,016,785

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-259	120-183	119-221
R3	120-116	120-040	119-181
R2	119-293	119-293	119-168
R1	119-217	119-217	119-155	119-184
PP	119-150	119-150	119-150	119-133
S1	119-074	119-074	119-129	119-040
S2	119-007	119-007	119-116
S3	118-184	118-251	119-103
S4	118-041	118-108	119-063

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-293	120-242	119-307
R3	120-153	120-102	119-268
R2	120-013	120-013	119-256
R1	119-282	119-282	119-243	119-308
PP	119-193	119-193	119-193	119-206
S1	119-142	119-142	119-217	119-168
S2	119-053	119-053	119-204
S3	118-233	119-002	119-192
S4	118-093	118-182	119-153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-245	119-082	0-163	0.4%	0-071	0.2%	37%	False	True	868,109
10	120-000	119-082	0-238	0.6%	0-076	0.2%	25%	False	True	797,123
20	120-070	119-060	1-010	0.9%	0-084	0.2%	25%	False	False	725,755
40	120-070	118-195	1-195	1.3%	0-090	0.2%	52%	False	False	706,464
60	120-070	118-180	1-210	1.4%	0-090	0.2%	53%	False	False	670,702
80	120-070	118-180	1-210	1.4%	0-089	0.2%	53%	False	False	589,694
100	120-070	118-030	2-040	1.8%	0-084	0.2%	64%	False	False	472,268
120	120-070	117-250	2-140	2.0%	0-072	0.2%	68%	False	False	393,558

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	121-193
2.618	120-279
1.618	120-136
1.000	120-048
0.618	119-313
HIGH	119-225
0.618	119-170
0.500	119-154
0.382	119-137
LOW	119-082
0.618	118-314
1.000	118-259
1.618	118-171
2.618	118-028
4.250	117-114

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	119-154	119-164
PP	119-150	119-156
S1	119-146	119-149

Download as Excel Spreadsheet

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

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