ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	118-187	118-137	-0-050	-0.1%	118-255
High	118-237	118-277	0-040	0.1%	118-277
Low	118-110	118-095	-0-015	0.0%	118-090
Close	118-130	118-182	0-052	0.1%	118-182
Range	0-127	0-182	0-055	43.3%	0-187
ATR	0-081	0-088	0-007	8.9%	0-000
Volume	847,252	959,612	112,360	13.3%	3,244,842

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-091	119-318	118-282
R3	119-229	119-136	118-232
R2	119-047	119-047	118-215
R1	118-274	118-274	118-199	119-000
PP	118-185	118-185	118-185	118-208
S1	118-092	118-092	118-165	118-138
S2	118-003	118-003	118-149
S3	117-141	117-230	118-132
S4	116-279	117-048	118-082

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-104	120-010	118-285
R3	119-237	119-143	118-233
R2	119-050	119-050	118-216
R1	118-276	118-276	118-199	118-230
PP	118-183	118-183	118-183	118-160
S1	118-089	118-089	118-165	118-042
S2	117-316	117-316	118-148
S3	117-129	117-222	118-131
S4	116-262	117-035	118-079

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%	0-111	0.3%	48%	False	False	782,460
10	118-280	118-090	0-190	0.5%	0-090	0.2%	48%	False	False	696,125
20	119-120	118-090	1-030	0.9%	0-085	0.2%	26%	False	False	356,126
40	119-120	117-230	1-210	1.4%	0-072	0.2%	51%	False	False	179,323

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	0-021
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	121-090
2.618	120-113
1.618	119-251
1.000	119-139
0.618	119-069
HIGH	118-277
0.618	118-207
0.500	118-186
0.382	118-165
LOW	118-095
0.618	117-303
1.000	117-233
1.618	117-121
2.618	116-259
4.250	115-282

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	118-186	118-184
PP	118-185	118-183
S1	118-183	118-182

Download as Excel Spreadsheet

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

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