ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	119-147	119-165	0-018	0.0%	119-132
High	119-165	119-210	0-045	0.1%	119-245
Low	119-065	119-092	0-027	0.1%	119-105
Close	119-140	119-107	-0-033	-0.1%	119-230
Range	0-100	0-118	0-018	18.0%	0-140
ATR	0-086	0-088	0-002	2.6%	0-000
Volume	67,661	43,256	-24,405	-36.1%	5,016,785

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-170	120-097	119-172
R3	120-052	119-299	119-139
R2	119-254	119-254	119-129
R1	119-181	119-181	119-118	119-158
PP	119-136	119-136	119-136	119-125
S1	119-063	119-063	119-096	119-040
S2	119-018	119-018	119-085
S3	118-220	118-265	119-075
S4	118-102	118-147	119-042

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%	0-093	0.2%	23%	False	False	286,048
10	119-245	119-065	0-180	0.5%	0-081	0.2%	23%	False	False	689,293
20	120-070	119-065	1-005	0.9%	0-086	0.2%	13%	False	False	665,930
40	120-070	118-195	1-195	1.3%	0-089	0.2%	45%	False	False	674,535
60	120-070	118-180	1-210	1.4%	0-091	0.2%	47%	False	False	655,819
80	120-070	118-180	1-210	1.4%	0-090	0.2%	47%	False	False	590,901
100	120-070	118-030	2-040	1.8%	0-085	0.2%	58%	False	False	473,355
120	120-070	117-250	2-140	2.0%	0-074	0.2%	64%	False	False	394,482

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-072
2.618	120-199
1.618	120-081
1.000	120-008
0.618	119-283
HIGH	119-210
0.618	119-165
0.500	119-151
0.382	119-137
LOW	119-092
0.618	119-019
1.000	118-294
1.618	118-221
2.618	118-103
4.250	117-230

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	119-151	119-145
PP	119-136	119-132
S1	119-122	119-120

Download as Excel Spreadsheet

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

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