ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	119-097	119-175	0-078	0.2%	119-225
High	119-250	119-197	-0-053	-0.1%	119-250
Low	119-077	119-105	0-028	0.1%	119-065
Close	119-157	119-112	-0-045	-0.1%	119-157
Range	0-173	0-092	-0-081	-46.8%	0-185
ATR	0-095	0-094	0-000	-0.2%	0-000
Volume	33,194	13,151	-20,043	-60.4%	310,516

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-094	120-035	119-163
R3	120-002	119-263	119-137
R2	119-230	119-230	119-129
R1	119-171	119-171	119-120	119-154
PP	119-138	119-138	119-138	119-130
S1	119-079	119-079	119-104	119-062
S2	119-046	119-046	119-095
S3	118-274	118-307	119-087
S4	118-182	118-215	119-061

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%	0-125	0.3%	25%	False	False	64,733
10	119-250	119-065	0-185	0.5%	0-089	0.2%	25%	False	False	534,045
20	120-070	119-065	1-005	0.9%	0-087	0.2%	14%	False	False	591,302
40	120-070	118-195	1-195	1.3%	0-091	0.2%	46%	False	False	640,054
60	120-070	118-180	1-210	1.4%	0-092	0.2%	48%	False	False	635,148
80	120-070	118-180	1-210	1.4%	0-091	0.2%	48%	False	False	591,150
100	120-070	118-030	2-040	1.8%	0-086	0.2%	59%	False	False	473,793
120	120-070	117-250	2-140	2.0%	0-076	0.2%	64%	False	False	394,868

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-268
2.618	120-118
1.618	120-026
1.000	119-289
0.618	119-254
HIGH	119-197
0.618	119-162
0.500	119-151
0.382	119-140
LOW	119-105
0.618	119-048
1.000	119-013
1.618	118-276
2.618	118-184
4.250	118-034

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	119-151	119-164
PP	119-138	119-146
S1	119-125	119-129

Download as Excel Spreadsheet

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

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