ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 29-Jan-2014

Day Change Summary
	Previous	Current
	28-Jan-2014	29-Jan-2014	Change	Change %	Previous Week
Open	119-000	119-140	0-140	0.4%	118-260
High	119-060	119-170	0-110	0.3%	119-070
Low	118-310	119-120	0-130	0.3%	118-130
Close	119-060	119-170	0-110	0.3%	119-030
Range	0-070	0-050	-0-020	-28.6%	0-260
ATR
Volume	2,686	1,565	-1,121	-41.7%	4,068

Daily Pivots for day following 29-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-303	119-287	119-198
R3	119-253	119-237	119-184
R2	119-203	119-203	119-179
R1	119-187	119-187	119-175	119-195
PP	119-153	119-153	119-153	119-158
S1	119-137	119-137	119-165	119-145
S2	119-103	119-103	119-161
S3	119-053	119-087	119-156
S4	119-003	119-037	119-142

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	118-250	0-240	0.6%	0-056	0.1%	100%	True	False	2,107
10	119-170	118-130	1-040	0.9%	0-033	0.1%	100%	True	False	1,455

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	0-006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-062
2.618	119-301
1.618	119-251
1.000	119-220
0.618	119-201
HIGH	119-170
0.618	119-151
0.500	119-145
0.382	119-139
LOW	119-120
0.618	119-089
1.000	119-070
1.618	119-039
2.618	118-309
4.250	118-228

Fisher Pivots for day following 29-Jan-2014
Pivot	1 day	3 day
R1	119-162	119-140
PP	119-153	119-110
S1	119-145	119-080

Download as Excel Spreadsheet

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

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