ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	120-055	119-307	-0-068	-0.2%	120-100
High	120-060	120-030	-0-030	-0.1%	120-250
Low	119-302	119-282	-0-020	-0.1%	120-065
Close	119-315	119-305	-0-010	0.0%	120-157
Range	0-078	0-068	-0-010	-12.8%	0-185
ATR	0-091	0-089	-0-002	-1.8%	0-000
Volume	71,279	33,617	-37,662	-52.8%	4,473,460

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-196	120-159	120-022
R3	120-128	120-091	120-004
R2	120-060	120-060	119-317
R1	120-023	120-023	119-311	120-008
PP	119-312	119-312	119-312	119-305
S1	119-275	119-275	119-299	119-260
S2	119-244	119-244	119-293
S3	119-176	119-207	119-286
S4	119-108	119-139	119-268

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	119-282	0-288	0.8%	0-086	0.2%	8%	False	True	275,319
10	120-250	119-282	0-288	0.8%	0-080	0.2%	8%	False	True	673,954
20	120-250	119-107	1-143	1.2%	0-086	0.2%	43%	False	False	652,865
40	120-250	118-295	1-275	1.6%	0-093	0.2%	55%	False	False	667,714
60	120-250	118-150	2-100	1.9%	0-097	0.3%	64%	False	False	693,547
80	120-250	118-150	2-100	1.9%	0-095	0.2%	64%	False	False	628,717

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-319
2.618	120-208
1.618	120-140
1.000	120-098
0.618	120-072
HIGH	120-030
0.618	120-004
0.500	119-316
0.382	119-308
LOW	119-282
0.618	119-240
1.000	119-214
1.618	119-172
2.618	119-104
4.250	118-313

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	119-316	120-052
PP	119-312	120-030
S1	119-309	120-007

Download as Excel Spreadsheet

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

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