ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 09-Sep-2014

Day Change Summary
	Previous	Current
	08-Sep-2014	09-Sep-2014	Change	Change %	Previous Week
Open	118-170	118-117	-0-053	-0.1%	118-255
High	118-230	118-125	-0-105	-0.3%	118-277
Low	118-125	118-047	-0-078	-0.2%	118-090
Close	118-135	118-065	-0-070	-0.2%	118-182
Range	0-105	0-078	-0-027	-25.7%	0-187
ATR	0-089	0-089	0-000	-0.1%	0-000
Volume	624,439	845,004	220,565	35.3%	3,244,842

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-313	118-267	118-108
R3	118-235	118-189	118-086
R2	118-157	118-157	118-079
R1	118-111	118-111	118-072	118-095
PP	118-079	118-079	118-079	118-071
S1	118-033	118-033	118-058	118-017
S2	118-001	118-001	118-051
S3	117-243	117-275	118-044
S4	117-165	117-197	118-022

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	118-047	0-230	0.6%	0-119	0.3%	8%	False	True	791,984
10	118-280	118-047	0-233	0.6%	0-090	0.2%	8%	False	True	826,125
20	119-120	118-047	1-073	1.0%	0-085	0.2%	5%	False	True	428,945
40	119-120	117-230	1-210	1.4%	0-076	0.2%	29%	False	False	216,038

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-136
2.618	119-009
1.618	118-251
1.000	118-203
0.618	118-173
HIGH	118-125
0.618	118-095
0.500	118-086
0.382	118-077
LOW	118-047
0.618	117-319
1.000	117-289
1.618	117-241
2.618	117-163
4.250	117-036

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	118-086	118-162
PP	118-079	118-130
S1	118-072	118-097

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

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