ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	119-225	119-147	-0-078	-0.2%	119-132
High	119-225	119-165	-0-060	-0.2%	119-245
Low	119-082	119-065	-0-017	0.0%	119-105
Close	119-142	119-140	-0-002	0.0%	119-230
Range	0-143	0-100	-0-043	-30.1%	0-140
ATR	0-085	0-086	0-001	1.2%	0-000
Volume	166,405	67,661	-98,744	-59.3%	5,016,785

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-103	120-062	119-195
R3	120-003	119-282	119-168
R2	119-223	119-223	119-158
R1	119-182	119-182	119-149	119-152
PP	119-123	119-123	119-123	119-109
S1	119-082	119-082	119-131	119-052
S2	119-023	119-023	119-122
S3	118-243	118-302	119-112
S4	118-143	118-202	119-085

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	119-065	0-180	0.5%	0-082	0.2%	42%	False	True	590,726
10	119-270	119-065	0-205	0.5%	0-080	0.2%	37%	False	True	760,679
20	120-070	119-065	1-005	0.9%	0-084	0.2%	23%	False	True	698,037
40	120-070	118-195	1-195	1.3%	0-090	0.2%	51%	False	False	693,395
60	120-070	118-180	1-210	1.4%	0-090	0.2%	53%	False	False	663,997
80	120-070	118-180	1-210	1.4%	0-089	0.2%	53%	False	False	590,471
100	120-070	118-030	2-040	1.8%	0-085	0.2%	63%	False	False	472,923
120	120-070	117-250	2-140	2.0%	0-073	0.2%	68%	False	False	394,122

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	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-270
2.618	120-107
1.618	120-007
1.000	119-265
0.618	119-227
HIGH	119-165
0.618	119-127
0.500	119-115
0.382	119-103
LOW	119-065
0.618	119-003
1.000	118-285
1.618	118-223
2.618	118-123
4.250	117-280

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	119-132	119-154
PP	119-123	119-149
S1	119-115	119-144

Download as Excel Spreadsheet

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

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