ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 17-Sep-2014

Day Change Summary
	Previous	Current
	16-Sep-2014	17-Sep-2014	Change	Change %	Previous Week
Open	119-045	119-075	0-030	0.1%	119-175
High	119-075	119-140	0-065	0.2%	119-197
Low	119-025	118-280	-0-065	-0.2%	118-287
Close	119-055	119-005	-0-050	-0.1%	118-300
Range	0-050	0-180	0-130	260.0%	0-230
ATR	0-083	0-090	0-007	8.4%	0-000
Volume	5,778	2,767	-3,011	-52.1%	40,357

Daily Pivots for day following 17-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-255	120-150	119-104
R3	120-075	119-290	119-054
R2	119-215	119-215	119-038
R1	119-110	119-110	119-022	119-072
PP	119-035	119-035	119-035	119-016
S1	118-250	118-250	118-308	118-212
S2	118-175	118-175	118-292
S3	117-315	118-070	118-276
S4	117-135	117-210	118-226

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	119-140	118-280	0-180	0.5%	0-081	0.2%	25%	True	True	4,112
10	119-250	118-280	0-290	0.8%	0-092	0.2%	16%	False	True	12,954
20	119-270	118-280	0-310	0.8%	0-086	0.2%	15%	False	True	386,817
40	120-070	118-195	1-195	1.4%	0-089	0.2%	25%	False	False	535,515
60	120-070	118-195	1-195	1.4%	0-089	0.2%	25%	False	False	561,287
80	120-070	118-180	1-210	1.4%	0-091	0.2%	27%	False	False	585,561
100	120-070	118-060	2-010	1.7%	0-088	0.2%	41%	False	False	474,112
120	120-070	117-250	2-140	2.0%	0-081	0.2%	51%	False	False	395,201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	121-265
2.618	120-291
1.618	120-111
1.000	120-000
0.618	119-251
HIGH	119-140
0.618	119-071
0.500	119-050
0.382	119-029
LOW	118-280
0.618	118-169
1.000	118-100
1.618	117-309
2.618	117-129
4.250	116-155

Fisher Pivots for day following 17-Sep-2014
Pivot	1 day	3 day
R1	119-050	119-050
PP	119-035	119-035
S1	119-020	119-020

Download as Excel Spreadsheet

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

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