ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 11-Apr-2014

Day Change Summary
	Previous	Current
	10-Apr-2014	11-Apr-2014	Change	Change %	Previous Week
Open	119-145	119-205	0-060	0.2%	119-017
High	119-280	119-275	-0-005	0.0%	119-280
Low	119-142	119-185	0-043	0.1%	119-010
Close	119-235	119-250	0-015	0.0%	119-250
Range	0-138	0-090	-0-048	-34.8%	0-270
ATR	0-105	0-104	-0-001	-1.0%	0-000
Volume	988,457	692,137	-296,320	-30.0%	3,646,439

Daily Pivots for day following 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-187	120-148	119-300
R3	120-097	120-058	119-275
R2	120-007	120-007	119-266
R1	119-288	119-288	119-258	119-308
PP	119-237	119-237	119-237	119-246
S1	119-198	119-198	119-242	119-218
S2	119-147	119-147	119-234
S3	119-057	119-108	119-225
S4	118-287	119-018	119-200

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-030	121-250	120-078
R3	121-080	120-300	120-004
R2	120-130	120-130	119-300
R1	120-030	120-030	119-275	120-080
PP	119-180	119-180	119-180	119-205
S1	119-080	119-080	119-225	119-130
S2	118-230	118-230	119-200
S3	117-280	118-130	119-176
S4	117-010	117-180	119-102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-280	119-010	0-270	0.7%	0-103	0.3%	89%	False	False	729,287
10	119-280	118-150	1-130	1.2%	0-103	0.3%	93%	False	False	721,226
20	119-280	118-150	1-130	1.2%	0-106	0.3%	93%	False	False	746,662
40	120-105	118-150	1-275	1.6%	0-104	0.3%	71%	False	False	664,655
60	120-105	118-130	1-295	1.6%	0-088	0.2%	72%	False	False	444,803

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-018
2.618	120-191
1.618	120-101
1.000	120-045
0.618	120-011
HIGH	119-275
0.618	119-241
0.500	119-230
0.382	119-219
LOW	119-185
0.618	119-129
1.000	119-095
1.618	119-039
2.618	118-269
4.250	118-122

Fisher Pivots for day following 11-Apr-2014
Pivot	1 day	3 day
R1	119-243	119-215
PP	119-237	119-180
S1	119-230	119-145

Download as Excel Spreadsheet

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

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