ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	117-270	117-305	0-035	0.1%	118-000
High	117-312	118-057	0-065	0.2%	118-160
Low	117-210	117-300	0-090	0.2%	117-210
Close	117-297	118-042	0-065	0.2%	117-297
Range	0-102	0-077	-0-025	-24.5%	0-270
ATR	0-092	0-092	-0-001	-1.0%	0-000
Volume	723,017	609,917	-113,100	-15.6%	4,108,709

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-257	118-227	118-084
R3	118-180	118-150	118-063
R2	118-103	118-103	118-056
R1	118-073	118-073	118-049	118-088
PP	118-026	118-026	118-026	118-034
S1	117-316	117-316	118-035	118-011
S2	117-269	117-269	118-028
S3	117-192	117-239	118-021
S4	117-115	117-162	118-000

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%	0-102	0.3%	56%	False	False	836,460
10	118-160	117-210	0-270	0.7%	0-085	0.2%	56%	False	False	794,391
20	118-280	117-210	1-070	1.0%	0-086	0.2%	39%	False	False	773,706
40	119-120	117-210	1-230	1.5%	0-087	0.2%	28%	False	False	393,053

Crabel Price Patterns
NR	True
NR4	True
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	0-023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-064
2.618	118-259
1.618	118-182
1.000	118-134
0.618	118-105
HIGH	118-057
0.618	118-028
0.500	118-018
0.382	118-009
LOW	117-300
0.618	117-252
1.000	117-223
1.618	117-175
2.618	117-098
4.250	116-293

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	118-034	118-019
PP	118-026	117-316
S1	118-018	117-294

Download as Excel Spreadsheet

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

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