ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	118-312	119-045	0-053	0.1%	119-175
High	119-032	119-075	0-043	0.1%	119-197
Low	118-297	119-025	0-048	0.1%	118-287
Close	119-020	119-055	0-035	0.1%	118-300
Range	0-055	0-050	-0-005	-9.1%	0-230
ATR	0-085	0-083	-0-002	-2.5%	0-000
Volume	4,197	5,778	1,581	37.7%	40,357

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-202	119-178	119-082
R3	119-152	119-128	119-069
R2	119-102	119-102	119-064
R1	119-078	119-078	119-060	119-090
PP	119-052	119-052	119-052	119-058
S1	119-028	119-028	119-050	119-040
S2	119-002	119-002	119-046
S3	118-272	118-298	119-041
S4	118-222	118-248	119-028

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	119-075	118-287	0-108	0.3%	0-057	0.2%	81%	True	False	5,191
10	119-250	118-287	0-283	0.7%	0-084	0.2%	31%	False	False	19,444
20	120-000	118-287	1-033	0.9%	0-080	0.2%	25%	False	False	408,283
40	120-070	118-195	1-195	1.4%	0-086	0.2%	35%	False	False	551,819
60	120-070	118-195	1-195	1.4%	0-087	0.2%	35%	False	False	567,594
80	120-070	118-180	1-210	1.4%	0-089	0.2%	37%	False	False	588,096
100	120-070	118-060	2-010	1.7%	0-087	0.2%	48%	False	False	474,125
120	120-070	117-250	2-140	2.0%	0-079	0.2%	57%	False	False	395,178

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-288
2.618	119-206
1.618	119-156
1.000	119-125
0.618	119-106
HIGH	119-075
0.618	119-056
0.500	119-050
0.382	119-044
LOW	119-025
0.618	118-314
1.000	118-295
1.618	118-264
2.618	118-214
4.250	118-132

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	119-053	119-044
PP	119-052	119-032
S1	119-050	119-021

Download as Excel Spreadsheet

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

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