ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	119-140	119-110	-0-030	-0.1%	118-260
High	119-170	119-140	-0-030	-0.1%	119-070
Low	119-120	119-090	-0-030	-0.1%	118-130
Close	119-170	119-140	-0-030	-0.1%	119-030
Range	0-050	0-050	0-000	0.0%	0-260
ATR	0-000	0-084	0-084		0-000
Volume	1,565	2,900	1,335	85.3%	4,068

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-273	119-257	119-168
R3	119-223	119-207	119-154
R2	119-173	119-173	119-149
R1	119-157	119-157	119-145	119-165
PP	119-123	119-123	119-123	119-128
S1	119-107	119-107	119-135	119-115
S2	119-073	119-073	119-131
S3	119-023	119-057	119-126
S4	118-293	119-007	119-112

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-110	121-010	119-173
R3	120-170	120-070	119-102
R2	119-230	119-230	119-078
R1	119-130	119-130	119-054	119-180
PP	118-290	118-290	118-290	118-315
S1	118-190	118-190	119-006	118-240
S2	118-030	118-030	118-302
S3	117-090	117-250	118-278
S4	116-150	116-310	118-207

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-170	118-310	0-180	0.5%	0-054	0.1%	83%	False	False	2,364
10	119-170	118-130	1-040	0.9%	0-038	0.1%	92%	False	False	1,664

Crabel Price Patterns
NR	False
NR4	False
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	0-008

Fibonacci Retracements and Extensions
4.250	120-032
2.618	119-271
1.618	119-221
1.000	119-190
0.618	119-171
HIGH	119-140
0.618	119-121
0.500	119-115
0.382	119-109
LOW	119-090
0.618	119-059
1.000	119-040
1.618	119-009
2.618	118-279
4.250	118-198

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	119-132	119-120
PP	119-123	119-100
S1	119-115	119-080

Download as Excel Spreadsheet

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

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