ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	117-282	117-270	-0-012	0.0%	118-000
High	117-300	117-312	0-012	0.0%	118-160
Low	117-220	117-210	-0-010	0.0%	117-210
Close	117-270	117-297	0-027	0.1%	117-297
Range	0-080	0-102	0-022	27.5%	0-270
ATR	0-092	0-092	0-001	0.8%	0-000
Volume	993,257	723,017	-270,240	-27.2%	4,108,709

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-259	118-220	118-033
R3	118-157	118-118	118-005
R2	118-055	118-055	117-316
R1	118-016	118-016	117-306	118-036
PP	117-273	117-273	117-273	117-283
S1	117-234	117-234	117-288	117-254
S2	117-171	117-171	117-278
S3	117-069	117-132	117-269
S4	116-287	117-030	117-241

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-179	120-028	118-126
R3	119-229	119-078	118-051
R2	118-279	118-279	118-026
R1	118-128	118-128	118-002	118-068
PP	118-009	118-009	118-009	117-299
S1	117-178	117-178	117-272	117-118
S2	117-059	117-059	117-248
S3	116-109	116-228	117-223
S4	115-159	115-278	117-148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-160	117-210	0-270	0.7%	0-100	0.3%	32%	False	True	821,741
10	118-230	117-210	1-020	0.9%	0-087	0.2%	26%	False	True	795,844
20	118-280	117-210	1-070	1.0%	0-089	0.2%	22%	False	True	745,984
40	119-120	117-210	1-230	1.5%	0-086	0.2%	16%	False	True	377,858

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-106
2.618	118-259
1.618	118-157
1.000	118-094
0.618	118-055
HIGH	117-312
0.618	117-273
0.500	117-261
0.382	117-249
LOW	117-210
0.618	117-147
1.000	117-108
1.618	117-045
2.618	116-263
4.250	116-096

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	117-285	118-025
PP	117-273	118-009
S1	117-261	117-313

Download as Excel Spreadsheet

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

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