ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	118-117	118-060	-0-057	-0.2%	118-255
High	118-125	118-077	-0-048	-0.1%	118-277
Low	118-047	118-017	-0-030	-0.1%	118-090
Close	118-065	118-037	-0-028	-0.1%	118-182
Range	0-078	0-060	-0-018	-23.1%	0-187
ATR	0-089	0-087	-0-002	-2.3%	0-000
Volume	845,004	710,185	-134,819	-16.0%	3,244,842

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-224	118-190	118-070
R3	118-164	118-130	118-054
R2	118-104	118-104	118-048
R1	118-070	118-070	118-042	118-057
PP	118-044	118-044	118-044	118-037
S1	118-010	118-010	118-032	117-317
S2	117-304	117-304	118-026
S3	117-244	117-270	118-020
S4	117-184	117-210	118-004

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	118-017	0-260	0.7%	0-110	0.3%	8%	False	True	797,298
10	118-280	118-017	0-263	0.7%	0-091	0.2%	8%	False	True	797,504
20	119-120	118-017	1-103	1.1%	0-086	0.2%	5%	False	True	464,241
40	119-120	117-230	1-210	1.4%	0-078	0.2%	24%	False	False	233,783

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	119-012
2.618	118-234
1.618	118-174
1.000	118-137
0.618	118-114
HIGH	118-077
0.618	118-054
0.500	118-047
0.382	118-040
LOW	118-017
0.618	117-300
1.000	117-277
1.618	117-240
2.618	117-180
4.250	117-082

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	118-047	118-124
PP	118-044	118-095
S1	118-040	118-066

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

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