ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 17-Apr-2014

Day Change Summary
	Previous	Current
	16-Apr-2014	17-Apr-2014	Change	Change %	Previous Week
Open	118-230	118-150	-0-080	-0.2%	118-060
High	118-230	118-150	-0-080	-0.2%	119-040
Low	118-170	118-050	-0-120	-0.3%	118-060
Close	118-170	118-050	-0-120	-0.3%	119-000
Range	0-060	0-100	0-040	66.7%	0-300
ATR	0-064	0-068	0-004	6.3%	0-000
Volume	1,023	110	-913	-89.2%	2,267

Daily Pivots for day following 17-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-063	118-317	118-105
R3	118-283	118-217	118-078
R2	118-183	118-183	118-068
R1	118-117	118-117	118-059	118-100
PP	118-083	118-083	118-083	118-075
S1	118-017	118-017	118-041	118-000
S2	117-303	117-303	118-032
S3	117-203	117-237	118-022
S4	117-103	117-137	117-315

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-187	121-073	119-165
R3	120-207	120-093	119-082
R2	119-227	119-227	119-055
R1	119-113	119-113	119-028	119-170
PP	118-247	118-247	118-247	118-275
S1	118-133	118-133	118-292	118-190
S2	117-267	117-267	118-265
S3	116-287	117-153	118-238
S4	115-307	116-173	118-155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-070	118-050	1-020	0.9%	0-078	0.2%	0%	False	True	735
10	119-070	117-280	1-110	1.1%	0-068	0.2%	21%	False	False	592
20	119-070	117-250	1-140	1.2%	0-034	0.1%	26%	False	False	300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-255
2.618	119-092
1.618	118-312
1.000	118-250
0.618	118-212
HIGH	118-150
0.618	118-112
0.500	118-100
0.382	118-088
LOW	118-050
0.618	117-308
1.000	117-270
1.618	117-208
2.618	117-108
4.250	116-265

Fisher Pivots for day following 17-Apr-2014
Pivot	1 day	3 day
R1	118-100	118-160
PP	118-083	118-123
S1	118-067	118-087

Download as Excel Spreadsheet

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

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