ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 11-Sep-2014

Day Change Summary
	Previous	Current
	10-Sep-2014	11-Sep-2014	Change	Change %	Previous Week
Open	118-060	118-027	-0-033	-0.1%	118-255
High	118-077	118-087	0-010	0.0%	118-277
Low	118-017	118-017	0-000	0.0%	118-090
Close	118-037	118-040	0-003	0.0%	118-182
Range	0-060	0-070	0-010	16.7%	0-187
ATR	0-087	0-086	-0-001	-1.4%	0-000
Volume	710,185	732,979	22,794	3.2%	3,244,842

Daily Pivots for day following 11-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-258	118-219	118-078
R3	118-188	118-149	118-059
R2	118-118	118-118	118-053
R1	118-079	118-079	118-046	118-098
PP	118-048	118-048	118-048	118-058
S1	118-009	118-009	118-034	118-028
S2	117-298	117-298	118-027
S3	117-228	117-259	118-021
S4	117-158	117-189	118-002

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%	0-099	0.3%	9%	False	True	774,443
10	118-280	118-017	0-263	0.7%	0-092	0.2%	9%	False	True	753,717
20	119-120	118-017	1-103	1.1%	0-085	0.2%	5%	False	True	500,500
40	119-120	117-230	1-210	1.4%	0-079	0.2%	25%	False	False	252,093

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-064
2.618	118-270
1.618	118-200
1.000	118-157
0.618	118-130
HIGH	118-087
0.618	118-060
0.500	118-052
0.382	118-044
LOW	118-017
0.618	117-294
1.000	117-267
1.618	117-224
2.618	117-154
4.250	117-040

Fisher Pivots for day following 11-Sep-2014
Pivot	1 day	3 day
R1	118-052	118-071
PP	118-048	118-061
S1	118-044	118-050

Download as Excel Spreadsheet

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

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