ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 15-Sep-2014

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	119-007	118-312	-0-015	0.0%	119-175
High	119-017	119-032	0-015	0.0%	119-197
Low	118-287	118-297	0-010	0.0%	118-287
Close	118-300	119-020	0-040	0.1%	118-300
Range	0-050	0-055	0-005	10.0%	0-230
ATR	0-087	0-085	-0-002	-2.6%	0-000
Volume	4,528	4,197	-331	-7.3%	40,357

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-175	119-152	119-050
R3	119-120	119-097	119-035
R2	119-065	119-065	119-030
R1	119-042	119-042	119-025	119-054
PP	119-010	119-010	119-010	119-015
S1	118-307	118-307	119-015	118-318
S2	118-275	118-275	119-010
S3	118-220	118-252	119-005
S4	118-165	118-197	118-310

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	119-097	118-287	0-130	0.3%	0-061	0.2%	41%	False	False	6,280
10	119-250	118-287	0-283	0.7%	0-093	0.2%	19%	False	False	35,507
20	120-000	118-287	1-033	0.9%	0-081	0.2%	15%	False	False	428,798
40	120-070	118-195	1-195	1.4%	0-087	0.2%	28%	False	False	563,727
60	120-070	118-195	1-195	1.4%	0-088	0.2%	28%	False	False	575,310
80	120-070	118-180	1-210	1.4%	0-089	0.2%	30%	False	False	589,583
100	120-070	118-050	2-020	1.7%	0-087	0.2%	44%	False	False	474,093
120	120-070	117-250	2-140	2.0%	0-079	0.2%	53%	False	False	395,130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-266
2.618	119-176
1.618	119-121
1.000	119-087
0.618	119-066
HIGH	119-032
0.618	119-011
0.500	119-004
0.382	118-318
LOW	118-297
0.618	118-263
1.000	118-242
1.618	118-208
2.618	118-153
4.250	118-063

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	119-015	119-020
PP	119-010	119-019
S1	119-004	119-018

Download as Excel Spreadsheet

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

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