ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 28-Jan-2014

Day Change Summary
	Previous	Current
	27-Jan-2014	28-Jan-2014	Change	Change %	Previous Week
Open	119-010	119-000	-0-010	0.0%	118-260
High	119-050	119-060	0-010	0.0%	119-070
Low	119-000	118-310	-0-010	0.0%	118-130
Close	119-000	119-060	0-060	0.2%	119-030
Range	0-050	0-070	0-020	40.0%	0-260
ATR
Volume	3,991	2,686	-1,305	-32.7%	4,068

Daily Pivots for day following 28-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-247	119-223	119-098
R3	119-177	119-153	119-079
R2	119-107	119-107	119-073
R1	119-083	119-083	119-066	119-095
PP	119-037	119-037	119-037	119-042
S1	119-013	119-013	119-054	119-025
S2	118-287	118-287	119-047
S3	118-217	118-263	119-041
S4	118-147	118-193	119-022

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	119-070	118-130	0-260	0.7%	0-048	0.1%	96%	False	False	1,982
10	119-070	118-130	0-260	0.7%	0-034	0.1%	96%	False	False	1,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-004
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	120-038
2.618	119-243
1.618	119-173
1.000	119-130
0.618	119-103
HIGH	119-060
0.618	119-033
0.500	119-025
0.382	119-017
LOW	118-310
0.618	118-267
1.000	118-240
1.618	118-197
2.618	118-127
4.250	118-012

Fisher Pivots for day following 28-Jan-2014
Pivot	1 day	3 day
R1	119-048	119-050
PP	119-037	119-040
S1	119-025	119-030

Download as Excel Spreadsheet

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

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