ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 07-Apr-2014

Day Change Summary
	Previous	Current
	04-Apr-2014	07-Apr-2014	Change	Change %	Previous Week
Open	117-280	118-060	0-100	0.3%	118-050
High	118-070	118-120	0-050	0.1%	118-070
Low	117-280	118-060	0-100	0.3%	117-250
Close	118-070	118-120	0-050	0.1%	118-070
Range	0-110	0-060	-0-050	-45.5%	0-140
ATR	0-053	0-054	0-000	0.9%	0-000
Volume	5	11	6	120.0%	49

Daily Pivots for day following 07-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-280	118-260	118-153
R3	118-220	118-200	118-136
R2	118-160	118-160	118-131
R1	118-140	118-140	118-126	118-150
PP	118-100	118-100	118-100	118-105
S1	118-080	118-080	118-114	118-090
S2	118-040	118-040	118-109
S3	117-300	118-020	118-104
S4	117-240	117-280	118-087

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-123	119-077	118-147
R3	118-303	118-257	118-108
R2	118-163	118-163	118-096
R1	118-117	118-117	118-083	118-140
PP	118-023	118-023	118-023	118-035
S1	117-297	117-297	118-057	118-000
S2	117-203	117-203	118-044
S3	117-063	117-157	118-032
S4	116-243	117-017	117-313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-120	117-250	0-190	0.5%	0-036	0.1%	100%	True	False	9
10	118-120	117-250	0-190	0.5%	0-018	0.0%	100%	True	False	9
20	119-170	117-250	1-240	1.5%	0-009	0.0%	34%	False	False	5

Crabel Price Patterns
NR	True
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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-055
2.618	118-277
1.618	118-217
1.000	118-180
0.618	118-157
HIGH	118-120
0.618	118-097
0.500	118-090
0.382	118-083
LOW	118-060
0.618	118-023
1.000	118-000
1.618	117-283
2.618	117-223
4.250	117-125

Fisher Pivots for day following 07-Apr-2014
Pivot	1 day	3 day
R1	118-110	118-088
PP	118-100	118-057
S1	118-090	118-025

Download as Excel Spreadsheet

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

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