ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	118-260	118-317	0-057	0.1%	118-267
High	119-005	119-000	-0-005	0.0%	119-040
Low	118-210	118-272	0-062	0.2%	118-170
Close	118-305	118-287	-0-018	0.0%	118-285
Range	0-115	0-048	-0-067	-58.3%	0-190
ATR	0-104	0-100	-0-004	-3.8%	0-000
Volume	820,123	556,201	-263,922	-32.2%	3,766,719

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-117	119-090	118-313
R3	119-069	119-042	118-300
R2	119-021	119-021	118-296
R1	118-314	118-314	118-291	118-304
PP	118-293	118-293	118-293	118-288
S1	118-266	118-266	118-283	118-256
S2	118-245	118-245	118-278
S3	118-197	118-218	118-274
S4	118-149	118-170	118-261

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-202	120-113	119-070
R3	120-012	119-243	119-017
R2	119-142	119-142	119-000
R1	119-053	119-053	118-302	119-098
PP	118-272	118-272	118-272	118-294
S1	118-183	118-183	118-268	118-228
S2	118-082	118-082	118-250
S3	117-212	117-313	118-233
S4	117-022	117-123	118-180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-040	118-210	0-150	0.4%	0-088	0.2%	51%	False	False	713,423
10	119-252	118-170	1-082	1.1%	0-110	0.3%	29%	False	False	803,163
20	120-015	118-170	1-165	1.3%	0-104	0.3%	24%	False	False	732,315
40	120-105	118-170	1-255	1.5%	0-096	0.3%	20%	False	False	520,672

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	119-204
2.618	119-126
1.618	119-078
1.000	119-048
0.618	119-030
HIGH	119-000
0.618	118-302
0.500	118-296
0.382	118-290
LOW	118-272
0.618	118-242
1.000	118-224
1.618	118-194
2.618	118-146
4.250	118-068

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	118-296	118-282
PP	118-293	118-276
S1	118-290	118-271

Download as Excel Spreadsheet

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

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