ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	119-200	119-215	0-015	0.0%	120-140
High	119-250	119-297	0-047	0.1%	120-142
Low	119-175	119-210	0-035	0.1%	119-272
Close	119-232	119-290	0-058	0.2%	119-295
Range	0-075	0-087	0-012	16.0%	0-190
ATR	0-087	0-087	0-000	0.0%	0-000
Volume	10,768	4,304	-6,464	-60.0%	284,582

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-207	120-175	120-018
R3	120-120	120-088	119-314
R2	120-033	120-033	119-306
R1	120-001	120-001	119-298	120-017
PP	119-266	119-266	119-266	119-274
S1	119-234	119-234	119-282	119-250
S2	119-179	119-179	119-274
S3	119-092	119-147	119-266
S4	119-005	119-060	119-242

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-273	121-154	120-080
R3	121-083	120-284	120-027
R2	120-213	120-213	120-010
R1	120-094	120-094	119-312	120-058
PP	120-023	120-023	120-023	120-005
S1	119-224	119-224	119-278	119-188
S2	119-153	119-153	119-260
S3	118-283	119-034	119-243
S4	118-093	118-164	119-190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-080	119-175	0-225	0.6%	0-079	0.2%	51%	False	False	10,874
10	120-170	119-175	0-315	0.8%	0-082	0.2%	37%	False	False	51,448
20	120-250	119-175	1-075	1.0%	0-084	0.2%	29%	False	False	469,331
40	120-250	118-295	1-275	1.6%	0-088	0.2%	53%	False	False	561,871
60	120-250	118-150	2-100	1.9%	0-096	0.2%	62%	False	False	626,968
80	120-250	118-150	2-100	1.9%	0-097	0.3%	62%	False	False	628,794
100	120-250	118-130	2-120	2.0%	0-091	0.2%	63%	False	False	504,373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-027
2.618	120-205
1.618	120-118
1.000	120-064
0.618	120-031
HIGH	119-297
0.618	119-264
0.500	119-254
0.382	119-243
LOW	119-210
0.618	119-156
1.000	119-123
1.618	119-069
2.618	118-302
4.250	118-160

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	119-278	119-272
PP	119-266	119-254
S1	119-254	119-236

Download as Excel Spreadsheet

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

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