ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 12-Sep-2014

Day Change Summary
	Previous	Current
	11-Sep-2014	12-Sep-2014	Change	Change %	Previous Week
Open	118-027	118-025	-0-002	0.0%	118-170
High	118-087	118-035	-0-052	-0.1%	118-230
Low	118-017	117-295	-0-042	-0.1%	117-295
Close	118-040	117-312	-0-048	-0.1%	117-312
Range	0-070	0-060	-0-010	-14.3%	0-255
ATR	0-086	0-084	-0-001	-1.7%	0-000
Volume	732,979	937,124	204,145	27.9%	3,849,731

Daily Pivots for day following 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-181	118-146	118-025
R3	118-121	118-086	118-008
R2	118-061	118-061	118-003
R1	118-026	118-026	117-318	118-014
PP	118-001	118-001	118-001	117-314
S1	117-286	117-286	117-306	117-274
S2	117-261	117-261	117-301
S3	117-201	117-226	117-296
S4	117-141	117-166	117-279

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-191	120-026	118-132
R3	119-256	119-091	118-062
R2	119-001	119-001	118-039
R1	118-156	118-156	118-015	118-111
PP	118-066	118-066	118-066	118-043
S1	117-221	117-221	117-289	117-176
S2	117-131	117-131	117-265
S3	116-196	116-286	117-242
S4	115-261	116-031	117-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-230	117-295	0-255	0.7%	0-075	0.2%	7%	False	True	769,946
10	118-280	117-295	0-305	0.8%	0-093	0.2%	6%	False	True	776,203
20	119-120	117-295	1-145	1.2%	0-084	0.2%	4%	False	True	547,053
40	119-120	117-230	1-210	1.4%	0-078	0.2%	15%	False	False	275,493

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-290
2.618	118-192
1.618	118-132
1.000	118-095
0.618	118-072
HIGH	118-035
0.618	118-012
0.500	118-005
0.382	117-318
LOW	117-295
0.618	117-258
1.000	117-235
1.618	117-198
2.618	117-138
4.250	117-040

Fisher Pivots for day following 12-Sep-2014
Pivot	1 day	3 day
R1	118-005	118-031
PP	118-001	118-018
S1	117-316	118-005

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

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