ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 20-May-2014

Day Change Summary
	Previous	Current
	19-May-2014	20-May-2014	Change	Change %	Previous Week
Open	120-047	120-065	0-018	0.0%	119-237
High	120-125	120-147	0-022	0.1%	120-120
Low	120-042	120-055	0-013	0.0%	119-180
Close	120-080	120-135	0-055	0.1%	120-062
Range	0-083	0-092	0-009	10.8%	0-260
ATR	0-096	0-095	0-000	-0.3%	0-000
Volume	465,652	585,784	120,132	25.8%	3,211,306

Daily Pivots for day following 20-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-068	121-034	120-186
R3	120-296	120-262	120-160
R2	120-204	120-204	120-152
R1	120-170	120-170	120-143	120-187
PP	120-112	120-112	120-112	120-121
S1	120-078	120-078	120-127	120-095
S2	120-020	120-020	120-118
S3	119-248	119-306	120-110
S4	119-156	119-214	120-084

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-154	122-048	120-205
R3	121-214	121-108	120-134
R2	120-274	120-274	120-110
R1	120-168	120-168	120-086	120-221
PP	120-014	120-014	120-014	120-040
S1	119-228	119-228	120-038	119-281
S2	119-074	119-074	120-014
S3	118-134	118-288	119-310
S4	117-194	118-028	119-239

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-147	119-257	0-210	0.5%	0-103	0.3%	94%	True	False	671,676
10	120-147	119-107	1-040	0.9%	0-091	0.2%	97%	True	False	631,777
20	120-147	118-300	1-167	1.3%	0-091	0.2%	98%	True	False	668,894
40	120-147	118-150	1-317	1.7%	0-096	0.2%	98%	True	False	676,305
60	120-147	118-150	1-317	1.7%	0-101	0.3%	98%	True	False	716,057
80	120-147	118-150	1-317	1.7%	0-095	0.2%	98%	True	False	545,194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-218
2.618	121-068
1.618	120-296
1.000	120-239
0.618	120-204
HIGH	120-147
0.618	120-112
0.500	120-101
0.382	120-090
LOW	120-055
0.618	119-318
1.000	119-283
1.618	119-226
2.618	119-134
4.250	118-304

Fisher Pivots for day following 20-May-2014
Pivot	1 day	3 day
R1	120-124	120-122
PP	120-112	120-108
S1	120-101	120-094

Download as Excel Spreadsheet

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

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