ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 15-Sep-2014

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	118-025	118-000	-0-025	-0.1%	118-170
High	118-035	118-050	0-015	0.0%	118-230
Low	117-295	117-302	0-007	0.0%	117-295
Close	117-312	118-032	0-040	0.1%	117-312
Range	0-060	0-068	0-008	13.3%	0-255
ATR	0-084	0-083	-0-001	-1.4%	0-000
Volume	937,124	536,324	-400,800	-42.8%	3,849,731

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-225	118-197	118-069
R3	118-157	118-129	118-051
R2	118-089	118-089	118-044
R1	118-061	118-061	118-038	118-075
PP	118-021	118-021	118-021	118-028
S1	117-313	117-313	118-026	118-007
S2	117-273	117-273	118-020
S3	117-205	117-245	118-013
S4	117-137	117-177	117-315

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	118-125	117-295	0-150	0.4%	0-067	0.2%	38%	False	False	752,323
10	118-277	117-295	0-302	0.8%	0-095	0.3%	19%	False	False	763,089
20	119-040	117-295	1-065	1.0%	0-080	0.2%	15%	False	False	573,439
40	119-120	117-230	1-210	1.4%	0-079	0.2%	23%	False	False	288,879

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-019
2.618	118-228
1.618	118-160
1.000	118-118
0.618	118-092
HIGH	118-050
0.618	118-024
0.500	118-016
0.382	118-008
LOW	117-302
0.618	117-260
1.000	117-234
1.618	117-192
2.618	117-124
4.250	117-013

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	118-027	118-032
PP	118-021	118-031
S1	118-016	118-031

Download as Excel Spreadsheet

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

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