ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	119-307	119-307	0-000	0.0%	120-100
High	120-030	120-055	0-025	0.1%	120-250
Low	119-282	119-272	-0-010	0.0%	120-065
Close	119-305	120-017	0-032	0.1%	120-157
Range	0-068	0-103	0-035	51.5%	0-185
ATR	0-089	0-090	0-001	1.1%	0-000
Volume	33,617	23,726	-9,891	-29.4%	4,473,460

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-317	120-270	120-074
R3	120-214	120-167	120-045
R2	120-111	120-111	120-036
R1	120-064	120-064	120-026	120-088
PP	120-008	120-008	120-008	120-020
S1	119-281	119-281	120-008	119-304
S2	119-225	119-225	119-318
S3	119-122	119-178	119-309
S4	119-019	119-075	119-280

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	120-170	119-272	0-218	0.6%	0-085	0.2%	30%	False	True	92,021
10	120-250	119-272	0-298	0.8%	0-080	0.2%	22%	False	True	601,460
20	120-250	119-172	1-078	1.0%	0-085	0.2%	41%	False	False	612,849
40	120-250	118-295	1-275	1.5%	0-094	0.2%	61%	False	False	653,699
60	120-250	118-150	2-100	1.9%	0-098	0.3%	69%	False	False	685,063
80	120-250	118-150	2-100	1.9%	0-096	0.3%	69%	False	False	628,924
100	120-250	118-130	2-120	2.0%	0-087	0.2%	69%	False	False	503,866

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

Fibonacci Retracements and Extensions
4.250	121-173
2.618	121-005
1.618	120-222
1.000	120-158
0.618	120-119
HIGH	120-055
0.618	120-016
0.500	120-004
0.382	119-311
LOW	119-272
0.618	119-208
1.000	119-169
1.618	119-105
2.618	119-002
4.250	118-154

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	120-012	120-013
PP	120-008	120-010
S1	120-004	120-006

Download as Excel Spreadsheet

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

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