ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 08-Sep-2014

Day Change Summary
	Previous	Current
	05-Sep-2014	08-Sep-2014	Change	Change %	Previous Week
Open	118-137	118-170	0-033	0.1%	118-255
High	118-277	118-230	-0-047	-0.1%	118-277
Low	118-095	118-125	0-030	0.1%	118-090
Close	118-182	118-135	-0-047	-0.1%	118-182
Range	0-182	0-105	-0-077	-42.3%	0-187
ATR	0-088	0-089	0-001	1.4%	0-000
Volume	959,612	624,439	-335,173	-34.9%	3,244,842

Daily Pivots for day following 08-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-158	119-092	118-193
R3	119-053	118-307	118-164
R2	118-268	118-268	118-154
R1	118-202	118-202	118-145	118-182
PP	118-163	118-163	118-163	118-154
S1	118-097	118-097	118-125	118-078
S2	118-058	118-058	118-116
S3	117-273	117-312	118-106
S4	117-168	117-207	118-077

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	118-277	118-090	0-187	0.5%	0-122	0.3%	24%	False	False	773,856
10	118-280	118-090	0-190	0.5%	0-087	0.2%	24%	False	False	753,020
20	119-120	118-090	1-030	0.9%	0-084	0.2%	13%	False	False	387,202
40	119-120	117-230	1-210	1.4%	0-074	0.2%	42%	False	False	194,918

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

Fibonacci Retracements and Extensions
4.250	120-036
2.618	119-185
1.618	119-080
1.000	119-015
0.618	118-295
HIGH	118-230
0.618	118-190
0.500	118-178
0.382	118-165
LOW	118-125
0.618	118-060
1.000	118-020
1.618	117-275
2.618	117-170
4.250	116-319

Fisher Pivots for day following 08-Sep-2014
Pivot	1 day	3 day
R1	118-178	118-186
PP	118-163	118-169
S1	118-149	118-152

Download as Excel Spreadsheet

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

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