ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 16-Apr-2014

Day Change Summary
	Previous	Current
	15-Apr-2014	16-Apr-2014	Change	Change %	Previous Week
Open	119-175	119-165	-0-010	0.0%	119-017
High	119-220	119-177	-0-043	-0.1%	119-280
Low	119-135	119-100	-0-035	-0.1%	119-010
Close	119-167	119-112	-0-055	-0.1%	119-250
Range	0-085	0-077	-0-008	-9.4%	0-270
ATR	0-107	0-105	-0-002	-2.0%	0-000
Volume	706,244	724,328	18,084	2.6%	3,646,439

Daily Pivots for day following 16-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-041	119-313	119-154
R3	119-284	119-236	119-133
R2	119-207	119-207	119-126
R1	119-159	119-159	119-119	119-144
PP	119-130	119-130	119-130	119-122
S1	119-082	119-082	119-105	119-068
S2	119-053	119-053	119-098
S3	118-296	119-005	119-091
S4	118-219	118-248	119-070

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	119-100	0-245	0.6%	0-113	0.3%	5%	False	True	736,121
10	120-025	118-150	1-195	1.3%	0-110	0.3%	55%	False	False	723,608
20	120-025	118-150	1-195	1.3%	0-098	0.3%	55%	False	False	733,628
40	120-105	118-150	1-275	1.6%	0-105	0.3%	47%	False	False	713,390
60	120-105	118-130	1-295	1.6%	0-093	0.2%	49%	False	False	478,099

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	0-029
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-184
2.618	120-059
1.618	119-302
1.000	119-254
0.618	119-225
HIGH	119-177
0.618	119-148
0.500	119-138
0.382	119-129
LOW	119-100
0.618	119-052
1.000	119-023
1.618	118-295
2.618	118-218
4.250	118-093

Fisher Pivots for day following 16-Apr-2014
Pivot	1 day	3 day
R1	119-138	119-222
PP	119-130	119-186
S1	119-121	119-149

Download as Excel Spreadsheet

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

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