ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	119-055	119-007	-0-048	-0.1%	119-175
High	119-070	119-017	-0-053	-0.1%	119-197
Low	119-000	118-287	-0-033	-0.1%	118-287
Close	119-022	118-300	-0-042	-0.1%	118-300
Range	0-070	0-050	-0-020	-28.6%	0-230
ATR	0-090	0-087	-0-002	-2.8%	0-000
Volume	3,292	4,528	1,236	37.5%	40,357

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-138	119-109	119-008
R3	119-088	119-059	118-314
R2	119-038	119-038	118-309
R1	119-009	119-009	118-305	118-318
PP	118-308	118-308	118-308	118-303
S1	118-279	118-279	118-295	118-268
S2	118-258	118-258	118-291
S3	118-208	118-229	118-286
S4	118-158	118-179	118-272

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-098	120-269	119-106
R3	120-188	120-039	119-043
R2	119-278	119-278	119-022
R1	119-129	119-129	119-001	119-088
PP	119-048	119-048	119-048	119-028
S1	118-219	118-219	118-279	118-178
S2	118-138	118-138	118-258
S3	117-228	117-309	118-237
S4	116-318	117-079	118-174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-197	118-287	0-230	0.6%	0-069	0.2%	6%	False	True	8,071
10	119-250	118-287	0-283	0.7%	0-092	0.2%	5%	False	True	53,478
20	120-070	118-287	1-103	1.1%	0-085	0.2%	3%	False	True	472,986
40	120-070	118-195	1-195	1.4%	0-088	0.2%	20%	False	False	577,820
60	120-070	118-195	1-195	1.4%	0-089	0.2%	20%	False	False	588,393
80	120-070	118-180	1-210	1.4%	0-090	0.2%	23%	False	False	590,734
100	120-070	118-050	2-020	1.7%	0-087	0.2%	38%	False	False	474,052
120	120-070	117-250	2-140	2.0%	0-078	0.2%	47%	False	False	395,095

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	0-016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	119-230
2.618	119-148
1.618	119-098
1.000	119-067
0.618	119-048
HIGH	119-017
0.618	118-318
0.500	118-312
0.382	118-306
LOW	118-287
0.618	118-256
1.000	118-237
1.618	118-206
2.618	118-156
4.250	118-074

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	118-312	119-018
PP	118-308	119-006
S1	118-304	118-313

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

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