ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	120-152	120-140	-0-012	0.0%	120-100
High	120-170	120-142	-0-028	-0.1%	120-250
Low	120-105	120-032	-0-073	-0.2%	120-065
Close	120-157	120-045	-0-112	-0.3%	120-157
Range	0-065	0-110	0-045	69.2%	0-185
ATR	0-089	0-091	0-003	2.9%	0-000
Volume	185,600	145,887	-39,713	-21.4%	4,473,460

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-083	121-014	120-106
R3	120-293	120-224	120-075
R2	120-183	120-183	120-065
R1	120-114	120-114	120-055	120-094
PP	120-073	120-073	120-073	120-063
S1	120-004	120-004	120-035	119-304
S2	119-283	119-283	120-025
S3	119-173	119-214	120-015
S4	119-063	119-104	119-304

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-072	121-300	120-259
R3	121-207	121-115	120-208
R2	121-022	121-022	120-191
R1	120-250	120-250	120-174	120-296
PP	120-157	120-157	120-157	120-180
S1	120-065	120-065	120-140	120-111
S2	119-292	119-292	120-123
S3	119-107	119-200	120-106
S4	118-242	119-015	120-055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-250	120-032	0-218	0.6%	0-088	0.2%	6%	False	True	923,869
10	120-250	120-032	0-218	0.6%	0-083	0.2%	6%	False	True	768,608
20	120-250	119-107	1-143	1.2%	0-084	0.2%	56%	False	False	696,157
40	120-250	118-150	2-100	1.9%	0-096	0.2%	72%	False	False	706,257
60	120-250	118-150	2-100	1.9%	0-099	0.3%	72%	False	False	715,377
80	120-250	118-150	2-100	1.9%	0-096	0.2%	72%	False	False	627,636

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	121-290
2.618	121-110
1.618	121-000
1.000	120-252
0.618	120-210
HIGH	120-142
0.618	120-100
0.500	120-087
0.382	120-074
LOW	120-032
0.618	119-284
1.000	119-242
1.618	119-174
2.618	119-064
4.250	118-204

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	120-087	120-141
PP	120-073	120-109
S1	120-059	120-077

Download as Excel Spreadsheet

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

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