ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	119-165	119-097	-0-068	-0.2%	119-225
High	119-210	119-250	0-040	0.1%	119-250
Low	119-092	119-077	-0-015	0.0%	119-065
Close	119-107	119-157	0-050	0.1%	119-157
Range	0-118	0-173	0-055	46.6%	0-185
ATR	0-088	0-095	0-006	6.8%	0-000
Volume	43,256	33,194	-10,062	-23.3%	310,516

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-040	120-272	119-252
R3	120-187	120-099	119-205
R2	120-014	120-014	119-189
R1	119-246	119-246	119-173	119-290
PP	119-161	119-161	119-161	119-184
S1	119-073	119-073	119-141	119-117
S2	118-308	118-308	119-125
S3	118-135	118-220	119-109
S4	117-282	118-047	119-062

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-072	120-300	119-259
R3	120-207	120-115	119-208
R2	120-022	120-022	119-191
R1	119-250	119-250	119-174	119-204
PP	119-157	119-157	119-157	119-134
S1	119-065	119-065	119-140	119-018
S2	118-292	118-292	119-123
S3	118-107	118-200	119-106
S4	117-242	118-015	119-055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-250	119-065	0-185	0.5%	0-116	0.3%	50%	True	False	98,884
10	119-250	119-065	0-185	0.5%	0-092	0.2%	50%	True	False	622,997
20	120-070	119-065	1-005	0.8%	0-089	0.2%	28%	False	False	633,462
40	120-070	118-195	1-195	1.3%	0-091	0.2%	55%	False	False	650,639
60	120-070	118-180	1-210	1.4%	0-092	0.2%	56%	False	False	646,421
80	120-070	118-180	1-210	1.4%	0-091	0.2%	56%	False	False	591,163
100	120-070	118-030	2-040	1.8%	0-086	0.2%	66%	False	False	473,664
120	120-070	117-250	2-140	2.0%	0-075	0.2%	70%	False	False	394,759

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	122-025
2.618	121-063
1.618	120-210
1.000	120-103
0.618	120-037
HIGH	119-250
0.618	119-184
0.500	119-164
0.382	119-143
LOW	119-077
0.618	118-290
1.000	118-224
1.618	118-117
2.618	117-264
4.250	116-302

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	119-164	119-158
PP	119-161	119-157
S1	119-159	119-157

Download as Excel Spreadsheet

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

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