ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	118-262	118-255	-0-007	0.0%	118-170
High	118-280	118-262	-0-018	0.0%	118-280
Low	118-230	118-167	-0-063	-0.2%	118-140
Close	118-267	118-170	-0-097	-0.3%	118-267
Range	0-050	0-095	0-045	90.0%	0-140
ATR	0-074	0-075	0-002	2.6%	0-000
Volume	667,459	754,361	86,902	13.0%	3,660,927

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-165	119-102	118-222
R3	119-070	119-007	118-196
R2	118-295	118-295	118-187
R1	118-232	118-232	118-179	118-216
PP	118-200	118-200	118-200	118-192
S1	118-137	118-137	118-161	118-121
S2	118-105	118-105	118-153
S3	118-010	118-042	118-144
S4	117-235	117-267	118-118

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-009	119-278	119-024
R3	119-189	119-138	118-306
R2	119-049	119-049	118-293
R1	118-318	118-318	118-280	119-024
PP	118-229	118-229	118-229	118-242
S1	118-178	118-178	118-254	118-204
S2	118-089	118-089	118-241
S3	117-269	118-038	118-228
S4	117-129	117-218	118-190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-280	118-157	0-123	0.3%	0-061	0.2%	11%	False	False	860,266
10	119-040	118-130	0-230	0.6%	0-072	0.2%	17%	False	False	457,711
20	119-120	118-100	1-020	0.9%	0-075	0.2%	21%	False	False	232,346
40	119-120	117-230	1-210	1.4%	0-065	0.2%	49%	False	False	117,133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-026
2.618	119-191
1.618	119-096
1.000	119-037
0.618	119-001
HIGH	118-262
0.618	118-226
0.500	118-214
0.382	118-203
LOW	118-167
0.618	118-108
1.000	118-072
1.618	118-013
2.618	117-238
4.250	117-083

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	118-214	118-224
PP	118-200	118-206
S1	118-185	118-188

Download as Excel Spreadsheet

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

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