ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 21-May-2014

Day Change Summary
	Previous	Current
	20-May-2014	21-May-2014	Change	Change %	Previous Week
Open	120-065	120-120	0-055	0.1%	119-237
High	120-147	120-157	0-010	0.0%	120-120
Low	120-055	120-057	0-002	0.0%	119-180
Close	120-135	120-107	-0-028	-0.1%	120-062
Range	0-092	0-100	0-008	8.7%	0-260
ATR	0-095	0-096	0-000	0.3%	0-000
Volume	585,784	748,661	162,877	27.8%	3,211,306

Daily Pivots for day following 21-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-087	121-037	120-162
R3	120-307	120-257	120-134
R2	120-207	120-207	120-125
R1	120-157	120-157	120-116	120-132
PP	120-107	120-107	120-107	120-094
S1	120-057	120-057	120-098	120-032
S2	120-007	120-007	120-089
S3	119-227	119-277	120-080
S4	119-127	119-177	120-052

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	120-157	119-292	0-185	0.5%	0-095	0.2%	73%	True	False	663,530
10	120-157	119-172	0-305	0.8%	0-090	0.2%	84%	True	False	624,238
20	120-157	118-300	1-177	1.3%	0-092	0.2%	90%	True	False	671,137
40	120-157	118-150	2-007	1.7%	0-097	0.3%	92%	True	False	677,115
60	120-157	118-150	2-007	1.7%	0-101	0.3%	92%	True	False	716,051
80	120-157	118-150	2-007	1.7%	0-096	0.2%	92%	True	False	554,503

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	121-262
2.618	121-099
1.618	120-319
1.000	120-257
0.618	120-219
HIGH	120-157
0.618	120-119
0.500	120-107
0.382	120-095
LOW	120-057
0.618	119-315
1.000	119-277
1.618	119-215
2.618	119-115
4.250	118-272

Fisher Pivots for day following 21-May-2014
Pivot	1 day	3 day
R1	120-107	120-104
PP	120-107	120-102
S1	120-107	120-100

Download as Excel Spreadsheet

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

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