ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 29-Apr-2014

Day Change Summary
	Previous	Current
	28-Apr-2014	29-Apr-2014	Change	Change %	Previous Week
Open	119-060	119-047	-0-013	0.0%	119-002
High	119-092	119-060	-0-032	-0.1%	119-115
Low	119-007	119-005	-0-002	0.0%	118-295
Close	119-072	119-047	-0-025	-0.1%	119-057
Range	0-085	0-055	-0-030	-35.3%	0-140
ATR	0-100	0-098	-0-002	-2.4%	0-000
Volume	713,840	598,983	-114,857	-16.1%	2,736,043

Daily Pivots for day following 29-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-202	119-180	119-077
R3	119-147	119-125	119-062
R2	119-092	119-092	119-057
R1	119-070	119-070	119-052	119-074
PP	119-037	119-037	119-037	119-040
S1	119-015	119-015	119-042	119-020
S2	118-302	118-302	119-037
S3	118-247	118-280	119-032
S4	118-192	118-225	119-017

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-149	120-083	119-134
R3	120-009	119-263	119-096
R2	119-189	119-189	119-083
R1	119-123	119-123	119-070	119-156
PP	119-049	119-049	119-049	119-066
S1	118-303	118-303	119-044	119-016
S2	118-229	118-229	119-031
S3	118-089	118-163	119-018
S4	117-269	118-023	118-300

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-115	118-300	0-135	0.4%	0-079	0.2%	50%	False	False	652,689
10	119-220	118-295	0-245	0.6%	0-087	0.2%	29%	False	False	624,901
20	120-025	118-150	1-195	1.4%	0-098	0.3%	42%	False	False	660,529
40	120-032	118-150	1-202	1.4%	0-103	0.3%	42%	False	False	699,439
60	120-105	118-150	1-275	1.6%	0-098	0.3%	36%	False	False	558,126

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	119-294
2.618	119-204
1.618	119-149
1.000	119-115
0.618	119-094
HIGH	119-060
0.618	119-039
0.500	119-032
0.382	119-026
LOW	119-005
0.618	118-291
1.000	118-270
1.618	118-236
2.618	118-181
4.250	118-091

Fisher Pivots for day following 29-Apr-2014
Pivot	1 day	3 day
R1	119-042	119-060
PP	119-037	119-056
S1	119-032	119-051

Download as Excel Spreadsheet

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

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