ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	118-285	118-262	-0-023	-0.1%	118-312
High	118-285	118-312	0-027	0.1%	119-140
Low	118-217	118-212	-0-005	0.0%	118-212
Close	118-260	118-290	0-030	0.1%	118-290
Range	0-068	0-100	0-032	47.1%	0-248
ATR	0-091	0-092	0-001	0.7%	0-000
Volume	3,010	5,033	2,023	67.2%	20,785

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-251	119-211	119-025
R3	119-151	119-111	118-318
R2	119-051	119-051	118-308
R1	119-011	119-011	118-299	119-031
PP	118-271	118-271	118-271	118-282
S1	118-231	118-231	118-281	118-251
S2	118-171	118-171	118-272
S3	118-071	118-131	118-262
S4	117-291	118-031	118-235

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-105	120-285	119-106
R3	120-177	120-037	119-038
R2	119-249	119-249	119-015
R1	119-109	119-109	118-313	119-055
PP	119-001	119-001	119-001	118-294
S1	118-181	118-181	118-267	118-127
S2	118-073	118-073	118-245
S3	117-145	117-253	118-222
S4	116-217	117-005	118-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	118-212	0-248	0.7%	0-091	0.2%	31%	False	True	4,157
10	119-197	118-212	0-305	0.8%	0-080	0.2%	26%	False	True	6,114
20	119-250	118-212	1-038	0.9%	0-086	0.2%	22%	False	True	314,555
40	120-070	118-195	1-195	1.4%	0-089	0.2%	18%	False	False	510,021
60	120-070	118-195	1-195	1.4%	0-089	0.2%	18%	False	False	539,494
80	120-070	118-180	1-210	1.4%	0-091	0.2%	21%	False	False	568,158
100	120-070	118-060	2-010	1.7%	0-090	0.2%	35%	False	False	474,163
120	120-070	117-250	2-140	2.0%	0-082	0.2%	46%	False	False	395,268

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-097
2.618	119-254
1.618	119-154
1.000	119-092
0.618	119-054
HIGH	118-312
0.618	118-274
0.500	118-262
0.382	118-250
LOW	118-212
0.618	118-150
1.000	118-112
1.618	118-050
2.618	117-270
4.250	117-107

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	118-281	119-016
PP	118-271	119-001
S1	118-262	118-305

Download as Excel Spreadsheet

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

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