ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 15-Apr-2014

Day Change Summary
	Previous	Current
	14-Apr-2014	15-Apr-2014	Change	Change %	Previous Week
Open	119-252	119-175	-0-077	-0.2%	119-017
High	120-025	119-220	-0-125	-0.3%	119-280
Low	119-170	119-135	-0-035	-0.1%	119-010
Close	119-195	119-167	-0-028	-0.1%	119-250
Range	0-175	0-085	-0-090	-51.4%	0-270
ATR	0-109	0-107	-0-002	-1.6%	0-000
Volume	569,443	706,244	136,801	24.0%	3,646,439

Daily Pivots for day following 15-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-109	120-063	119-214
R3	120-024	119-298	119-190
R2	119-259	119-259	119-183
R1	119-213	119-213	119-175	119-194
PP	119-174	119-174	119-174	119-164
S1	119-128	119-128	119-159	119-108
S2	119-089	119-089	119-151
S3	119-004	119-043	119-144
S4	118-239	118-278	119-120

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	120-025	119-010	1-015	0.9%	0-127	0.3%	47%	False	False	745,498
10	120-025	118-150	1-195	1.3%	0-113	0.3%	65%	False	False	711,162
20	120-025	118-150	1-195	1.3%	0-111	0.3%	65%	False	False	757,163
40	120-105	118-150	1-275	1.6%	0-106	0.3%	57%	False	False	695,718
60	120-105	118-130	1-295	1.6%	0-092	0.2%	58%	False	False	466,040

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-261
2.618	120-123
1.618	120-038
1.000	119-305
0.618	119-273
HIGH	119-220
0.618	119-188
0.500	119-178
0.382	119-167
LOW	119-135
0.618	119-082
1.000	119-050
1.618	118-317
2.618	118-232
4.250	118-094

Fisher Pivots for day following 15-Apr-2014
Pivot	1 day	3 day
R1	119-178	119-240
PP	119-174	119-216
S1	119-170	119-191

Download as Excel Spreadsheet

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

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