ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 18-Sep-2014

Day Change Summary
	Previous	Current
	17-Sep-2014	18-Sep-2014	Change	Change %	Previous Week
Open	118-060	117-282	-0-098	-0.3%	118-170
High	118-160	117-300	-0-180	-0.5%	118-230
Low	117-287	117-220	-0-067	-0.2%	117-295
Close	118-017	117-270	-0-067	-0.2%	117-312
Range	0-193	0-080	-0-113	-58.5%	0-255
ATR	0-090	0-092	0-002	2.2%	0-000
Volume	1,139,579	993,257	-146,322	-12.8%	3,849,731

Daily Pivots for day following 18-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-183	118-147	117-314
R3	118-103	118-067	117-292
R2	118-023	118-023	117-285
R1	117-307	117-307	117-277	117-285
PP	117-263	117-263	117-263	117-252
S1	117-227	117-227	117-263	117-205
S2	117-183	117-183	117-255
S3	117-103	117-147	117-248
S4	117-023	117-067	117-226

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	117-220	0-260	0.7%	0-092	0.2%	19%	False	True	864,563
10	118-277	117-220	1-057	1.0%	0-095	0.3%	13%	False	True	819,503
20	118-280	117-220	1-060	1.0%	0-086	0.2%	13%	False	True	714,190
40	119-120	117-220	1-220	1.4%	0-085	0.2%	9%	False	True	359,812

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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-000
2.618	118-189
1.618	118-109
1.000	118-060
0.618	118-029
HIGH	117-300
0.618	117-269
0.500	117-260
0.382	117-251
LOW	117-220
0.618	117-171
1.000	117-140
1.618	117-091
2.618	117-011
4.250	116-200

Fisher Pivots for day following 18-Sep-2014
Pivot	1 day	3 day
R1	117-267	118-030
PP	117-263	118-003
S1	117-260	117-297

Download as Excel Spreadsheet

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

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