ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 28-May-2014

Day Change Summary
	Previous	Current
	27-May-2014	28-May-2014	Change	Change %	Previous Week
Open	120-100	120-107	0-007	0.0%	120-047
High	120-115	120-212	0-097	0.3%	120-157
Low	120-065	120-105	0-040	0.1%	120-042
Close	120-110	120-202	0-092	0.2%	120-110
Range	0-050	0-107	0-057	114.0%	0-115
ATR	0-088	0-089	0-001	1.6%	0-000
Volume	1,714,248	1,633,396	-80,852	-4.7%	3,066,734

Daily Pivots for day following 28-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-174	121-135	120-261
R3	121-067	121-028	120-231
R2	120-280	120-280	120-222
R1	120-241	120-241	120-212	120-260
PP	120-173	120-173	120-173	120-183
S1	120-134	120-134	120-192	120-154
S2	120-066	120-066	120-182
S3	119-279	120-027	120-173
S4	119-172	119-240	120-143

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-128	121-074	120-173
R3	121-013	120-279	120-142
R2	120-218	120-218	120-131
R1	120-164	120-164	120-121	120-191
PP	120-103	120-103	120-103	120-116
S1	120-049	120-049	120-099	120-076
S2	119-308	119-308	120-089
S3	119-193	119-254	120-078
S4	119-078	119-139	120-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-212	120-052	0-160	0.4%	0-074	0.2%	94%	True	False	1,072,588
10	120-212	119-257	0-275	0.7%	0-089	0.2%	96%	True	False	872,132
20	120-212	119-020	1-192	1.3%	0-090	0.2%	98%	True	False	773,869
40	120-212	118-150	2-062	1.8%	0-094	0.2%	99%	True	False	717,199
60	120-212	118-150	2-062	1.8%	0-099	0.3%	99%	True	False	724,249
80	120-212	118-150	2-062	1.8%	0-096	0.2%	99%	True	False	612,062

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-027
2.618	121-172
1.618	121-065
1.000	120-319
0.618	120-278
HIGH	120-212
0.618	120-171
0.500	120-158
0.382	120-146
LOW	120-105
0.618	120-039
1.000	119-318
1.618	119-252
2.618	119-145
4.250	118-290

Fisher Pivots for day following 28-May-2014
Pivot	1 day	3 day
R1	120-188	120-181
PP	120-173	120-160
S1	120-158	120-138

Download as Excel Spreadsheet

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

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