ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 29-Sep-2014

Day Change Summary
	Previous	Current
	26-Sep-2014	29-Sep-2014	Change	Change %	Previous Week
Open	118-127	118-060	-0-067	-0.2%	117-305
High	118-150	118-125	-0-025	-0.1%	118-150
Low	118-030	118-042	0-012	0.0%	117-300
Close	118-052	118-097	0-045	0.1%	118-052
Range	0-120	0-083	-0-037	-30.8%	0-170
ATR	0-090	0-090	-0-001	-0.6%	0-000
Volume	1,018,430	660,726	-357,704	-35.1%	3,584,015

Daily Pivots for day following 29-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-017	118-300	118-143
R3	118-254	118-217	118-120
R2	118-171	118-171	118-112
R1	118-134	118-134	118-105	118-152
PP	118-088	118-088	118-088	118-097
S1	118-051	118-051	118-089	118-070
S2	118-005	118-005	118-082
S3	117-242	117-288	118-074
S4	117-159	117-205	118-051

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-251	119-161	118-146
R3	119-081	118-311	118-099
R2	118-231	118-231	118-083
R1	118-141	118-141	118-068	118-186
PP	118-061	118-061	118-061	118-083
S1	117-291	117-291	118-036	118-016
S2	117-211	117-211	118-021
S3	117-041	117-121	118-005
S4	116-191	116-271	117-278

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-150	118-025	0-125	0.3%	0-084	0.2%	58%	False	False	726,964
10	118-160	117-210	0-270	0.7%	0-093	0.2%	77%	False	False	781,712
20	118-277	117-210	1-067	1.0%	0-094	0.2%	53%	False	False	772,401
40	119-120	117-210	1-230	1.5%	0-084	0.2%	38%	False	False	483,574
60	119-120	117-210	1-230	1.5%	0-073	0.2%	38%	False	False	322,983

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-158
2.618	119-022
1.618	118-259
1.000	118-208
0.618	118-176
HIGH	118-125
0.618	118-093
0.500	118-084
0.382	118-074
LOW	118-042
0.618	117-311
1.000	117-279
1.618	117-228
2.618	117-145
4.250	117-009

Fisher Pivots for day following 29-Sep-2014
Pivot	1 day	3 day
R1	118-092	118-094
PP	118-088	118-091
S1	118-084	118-088

Download as Excel Spreadsheet

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

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