ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 17-Sep-2014

Day Change Summary
	Previous	Current
	16-Sep-2014	17-Sep-2014	Change	Change %	Previous Week
Open	118-042	118-060	0-018	0.0%	118-170
High	118-095	118-160	0-065	0.2%	118-230
Low	118-037	117-287	-0-070	-0.2%	117-295
Close	118-070	118-017	-0-053	-0.1%	117-312
Range	0-058	0-193	0-135	232.8%	0-255
ATR	0-082	0-090	0-008	9.7%	0-000
Volume	716,532	1,139,579	423,047	59.0%	3,849,731

Daily Pivots for day following 17-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-307	119-195	118-123
R3	119-114	119-002	118-070
R2	118-241	118-241	118-052
R1	118-129	118-129	118-035	118-088
PP	118-048	118-048	118-048	118-028
S1	117-256	117-256	117-319	117-216
S2	117-175	117-175	117-302
S3	116-302	117-063	117-284
S4	116-109	116-190	117-231

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	118-160	117-287	0-193	0.5%	0-090	0.2%	26%	True	True	812,507
10	118-277	117-287	0-310	0.8%	0-100	0.3%	16%	False	True	804,903
20	119-000	117-287	1-033	0.9%	0-088	0.2%	14%	False	True	665,032
40	119-120	117-230	1-210	1.4%	0-083	0.2%	20%	False	False	335,026

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	121-020
2.618	120-025
1.618	119-152
1.000	119-033
0.618	118-279
HIGH	118-160
0.618	118-086
0.500	118-064
0.382	118-041
LOW	117-287
0.618	117-168
1.000	117-094
1.618	116-295
2.618	116-102
4.250	115-107

Fisher Pivots for day following 17-Sep-2014
Pivot	1 day	3 day
R1	118-064	118-064
PP	118-048	118-048
S1	118-032	118-032

Download as Excel Spreadsheet

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

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