ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	119-090	119-062	-0-028	-0.1%	119-225
High	119-097	119-062	-0-035	-0.1%	119-250
Low	119-027	119-000	-0-027	-0.1%	119-065
Close	119-045	119-020	-0-025	-0.1%	119-157
Range	0-070	0-062	-0-008	-11.4%	0-185
ATR	0-094	0-091	-0-002	-2.4%	0-000
Volume	11,223	8,163	-3,060	-27.3%	310,516

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-213	119-179	119-054
R3	119-151	119-117	119-037
R2	119-089	119-089	119-031
R1	119-055	119-055	119-026	119-041
PP	119-027	119-027	119-027	119-020
S1	118-313	118-313	119-014	118-299
S2	118-285	118-285	119-009
S3	118-223	118-251	119-003
S4	118-161	118-189	118-306

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	119-000	0-250	0.7%	0-103	0.3%	8%	False	True	21,797
10	119-250	119-000	0-250	0.7%	0-092	0.2%	8%	False	True	306,261
20	120-070	119-000	1-070	1.0%	0-088	0.2%	5%	False	True	542,865
40	120-070	118-195	1-195	1.4%	0-090	0.2%	28%	False	False	610,900
60	120-070	118-180	1-210	1.4%	0-091	0.2%	30%	False	False	616,742
80	120-070	118-180	1-210	1.4%	0-090	0.2%	30%	False	False	591,044
100	120-070	118-030	2-040	1.8%	0-086	0.2%	46%	False	False	473,976
120	120-070	117-250	2-140	2.0%	0-077	0.2%	53%	False	False	395,030

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	120-006
2.618	119-224
1.618	119-162
1.000	119-124
0.618	119-100
HIGH	119-062
0.618	119-038
0.500	119-031
0.382	119-024
LOW	119-000
0.618	118-282
1.000	118-258
1.618	118-220
2.618	118-158
4.250	118-056

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	119-031	119-098
PP	119-027	119-072
S1	119-024	119-046

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

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