ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 25-Sep-2014

Day Change Summary
	Previous	Current
	24-Sep-2014	25-Sep-2014	Change	Change %	Previous Week
Open	118-080	118-032	-0-048	-0.1%	118-000
High	118-085	118-137	0-052	0.1%	118-160
Low	118-025	118-027	0-002	0.0%	117-210
Close	118-030	118-120	0-090	0.2%	117-297
Range	0-060	0-110	0-050	83.3%	0-270
ATR	0-086	0-088	0-002	2.0%	0-000
Volume	577,027	777,894	200,867	34.8%	4,108,709

Daily Pivots for day following 25-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-105	119-062	118-180
R3	118-315	118-272	118-150
R2	118-205	118-205	118-140
R1	118-162	118-162	118-130	118-184
PP	118-095	118-095	118-095	118-105
S1	118-052	118-052	118-110	118-074
S2	117-305	117-305	118-100
S3	117-195	117-262	118-090
S4	117-085	117-152	118-060

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	118-137	117-210	0-247	0.7%	0-079	0.2%	93%	True	False	657,720
10	118-160	117-210	0-270	0.7%	0-085	0.2%	85%	False	False	761,141
20	118-280	117-210	1-070	1.0%	0-089	0.2%	59%	False	False	757,429
40	119-120	117-210	1-230	1.5%	0-086	0.2%	42%	False	False	441,763

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-284
2.618	119-105
1.618	118-315
1.000	118-247
0.618	118-205
HIGH	118-137
0.618	118-095
0.500	118-082
0.382	118-069
LOW	118-027
0.618	117-279
1.000	117-237
1.618	117-169
2.618	117-059
4.250	116-200

Fisher Pivots for day following 25-Sep-2014
Pivot	1 day	3 day
R1	118-107	118-107
PP	118-095	118-094
S1	118-082	118-081

Download as Excel Spreadsheet

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

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