ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	118-255	118-175	-0-080	-0.2%	118-170
High	118-262	118-192	-0-070	-0.2%	118-280
Low	118-167	118-090	-0-077	-0.2%	118-140
Close	118-170	118-167	-0-003	0.0%	118-267
Range	0-095	0-102	0-007	7.4%	0-140
ATR	0-075	0-077	0-002	2.5%	0-000
Volume	754,361	683,617	-70,744	-9.4%	3,660,927

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-136	119-093	118-223
R3	119-034	118-311	118-195
R2	118-252	118-252	118-186
R1	118-209	118-209	118-176	118-180
PP	118-150	118-150	118-150	118-135
S1	118-107	118-107	118-158	118-078
S2	118-048	118-048	118-148
S3	117-266	118-005	118-139
S4	117-164	117-223	118-111

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	118-090	0-190	0.5%	0-072	0.2%	41%	False	True	797,710
10	119-000	118-090	0-230	0.6%	0-076	0.2%	33%	False	True	525,162
20	119-120	118-090	1-030	0.9%	0-077	0.2%	22%	False	True	266,332
40	119-120	117-230	1-210	1.4%	0-067	0.2%	48%	False	False	134,224

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	119-306
2.618	119-139
1.618	119-037
1.000	118-294
0.618	118-255
HIGH	118-192
0.618	118-153
0.500	118-141
0.382	118-129
LOW	118-090
0.618	118-027
1.000	117-308
1.618	117-245
2.618	117-143
4.250	116-296

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	118-158	118-185
PP	118-150	118-179
S1	118-141	118-173

Download as Excel Spreadsheet

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

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