ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	117-305	118-042	0-057	0.2%	118-000
High	118-057	118-087	0-030	0.1%	118-160
Low	117-300	118-042	0-062	0.2%	117-210
Close	118-042	118-082	0-040	0.1%	117-297
Range	0-077	0-045	-0-032	-41.6%	0-270
ATR	0-092	0-088	-0-003	-3.6%	0-000
Volume	609,917	600,747	-9,170	-1.5%	4,108,709

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-205	118-189	118-107
R3	118-160	118-144	118-094
R2	118-115	118-115	118-090
R1	118-099	118-099	118-086	118-107
PP	118-070	118-070	118-070	118-074
S1	118-054	118-054	118-078	118-062
S2	118-025	118-025	118-074
S3	117-300	118-009	118-070
S4	117-255	117-284	118-057

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%	0-099	0.3%	71%	False	False	813,303
10	118-160	117-210	0-270	0.7%	0-081	0.2%	71%	False	False	769,966
20	118-280	117-210	1-070	1.0%	0-086	0.2%	49%	False	False	798,045
40	119-120	117-210	1-230	1.5%	0-087	0.2%	35%	False	False	407,992

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-022
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	118-278
2.618	118-205
1.618	118-160
1.000	118-132
0.618	118-115
HIGH	118-087
0.618	118-070
0.500	118-064
0.382	118-059
LOW	118-042
0.618	118-014
1.000	117-317
1.618	117-289
2.618	117-244
4.250	117-171

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	118-076	118-051
PP	118-070	118-020
S1	118-064	117-308

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

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