ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 09-Sep-2014

Day Change Summary
	Previous	Current
	08-Sep-2014	09-Sep-2014	Change	Change %	Previous Week
Open	119-175	119-090	-0-085	-0.2%	119-225
High	119-197	119-097	-0-100	-0.3%	119-250
Low	119-105	119-027	-0-078	-0.2%	119-065
Close	119-112	119-045	-0-067	-0.2%	119-157
Range	0-092	0-070	-0-022	-23.9%	0-185
ATR	0-094	0-094	-0-001	-0.7%	0-000
Volume	13,151	11,223	-1,928	-14.7%	310,516

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-266	119-226	119-084
R3	119-196	119-156	119-064
R2	119-126	119-126	119-058
R1	119-086	119-086	119-051	119-071
PP	119-056	119-056	119-056	119-049
S1	119-016	119-016	119-039	119-001
S2	118-306	118-306	119-032
S3	118-236	118-266	119-026
S4	118-166	118-196	119-006

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	119-027	0-223	0.6%	0-111	0.3%	8%	False	True	33,697
10	119-250	119-027	0-223	0.6%	0-091	0.2%	8%	False	True	450,903
20	120-070	119-027	1-043	1.0%	0-088	0.2%	5%	False	True	568,684
40	120-070	118-195	1-195	1.4%	0-091	0.2%	33%	False	False	632,324
60	120-070	118-180	1-210	1.4%	0-091	0.2%	35%	False	False	623,667
80	120-070	118-180	1-210	1.4%	0-090	0.2%	35%	False	False	591,180
100	120-070	118-030	2-040	1.8%	0-086	0.2%	49%	False	False	473,895
120	120-070	117-250	2-140	2.0%	0-077	0.2%	56%	False	False	394,962

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	120-074
2.618	119-280
1.618	119-210
1.000	119-167
0.618	119-140
HIGH	119-097
0.618	119-070
0.500	119-062
0.382	119-054
LOW	119-027
0.618	118-304
1.000	118-277
1.618	118-234
2.618	118-164
4.250	118-050

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	119-062	119-138
PP	119-056	119-107
S1	119-051	119-076

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

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