ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 04-Apr-2014

Day Change Summary
	Previous	Current
	03-Apr-2014	04-Apr-2014	Change	Change %	Previous Week
Open	118-200	118-187	-0-013	0.0%	118-260
High	118-232	119-030	0-118	0.3%	119-030
Low	118-187	118-150	-0-037	-0.1%	118-150
Close	118-205	119-020	0-135	0.4%	119-020
Range	0-045	0-200	0-155	344.4%	0-200
ATR	0-096	0-104	0-007	7.7%	0-000
Volume	553,313	1,036,320	483,007	87.3%	3,565,822

Daily Pivots for day following 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-240	120-170	119-130
R3	120-040	119-290	119-075
R2	119-160	119-160	119-057
R1	119-090	119-090	119-038	119-125
PP	118-280	118-280	118-280	118-298
S1	118-210	118-210	119-002	118-245
S2	118-080	118-080	118-303
S3	117-200	118-010	118-285
S4	117-000	117-130	118-230

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-240	120-170	119-130
R3	120-040	119-290	119-075
R2	119-160	119-160	119-057
R1	119-090	119-090	119-038	119-125
PP	118-280	118-280	118-280	118-298
S1	118-210	118-210	119-002	118-245
S2	118-080	118-080	118-303
S3	117-200	118-010	118-285
S4	117-000	117-130	118-230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-030	118-150	0-200	0.5%	0-104	0.3%	95%	True	True	713,164
10	119-040	118-150	0-210	0.6%	0-097	0.3%	90%	False	True	733,254
20	120-015	118-150	1-185	1.3%	0-106	0.3%	38%	False	True	740,259
40	120-105	118-150	1-275	1.6%	0-100	0.3%	32%	False	True	574,631

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	0-018
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	121-240
2.618	120-234
1.618	120-034
1.000	119-230
0.618	119-154
HIGH	119-030
0.618	118-274
0.500	118-250
0.382	118-226
LOW	118-150
0.618	118-026
1.000	117-270
1.618	117-146
2.618	116-266
4.250	115-260

Fisher Pivots for day following 04-Apr-2014
Pivot	1 day	3 day
R1	118-310	118-310
PP	118-280	118-280
S1	118-250	118-250

Download as Excel Spreadsheet

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

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