ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	118-042	118-080	0-038	0.1%	118-000
High	118-087	118-085	-0-002	0.0%	118-160
Low	118-042	118-025	-0-017	0.0%	117-210
Close	118-082	118-030	-0-052	-0.1%	117-297
Range	0-045	0-060	0-015	33.3%	0-270
ATR	0-088	0-086	-0-002	-2.3%	0-000
Volume	600,747	577,027	-23,720	-3.9%	4,108,709

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-227	118-188	118-063
R3	118-167	118-128	118-046
R2	118-107	118-107	118-041
R1	118-068	118-068	118-036	118-058
PP	118-047	118-047	118-047	118-041
S1	118-008	118-008	118-024	117-318
S2	117-307	117-307	118-019
S3	117-247	117-268	118-014
S4	117-187	117-208	117-317

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	118-087	117-210	0-197	0.5%	0-073	0.2%	71%	False	False	700,793
10	118-160	117-210	0-270	0.7%	0-081	0.2%	52%	False	False	756,650
20	118-280	117-210	1-070	1.0%	0-086	0.2%	36%	False	False	777,077
40	119-120	117-210	1-230	1.5%	0-087	0.2%	25%	False	False	422,329

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-020
2.618	118-242
1.618	118-182
1.000	118-145
0.618	118-122
HIGH	118-085
0.618	118-062
0.500	118-055
0.382	118-048
LOW	118-025
0.618	117-308
1.000	117-285
1.618	117-248
2.618	117-188
4.250	117-090

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	118-055	118-034
PP	118-047	118-032
S1	118-038	118-031

Download as Excel Spreadsheet

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

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