ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 06-Jun-2014

Day Change Summary
	Previous	Current
	05-Jun-2014	06-Jun-2014	Change	Change %	Previous Week
Open	119-307	120-017	0-030	0.1%	120-140
High	120-055	120-080	0-025	0.1%	120-142
Low	119-272	119-287	0-015	0.0%	119-272
Close	120-017	119-295	-0-042	-0.1%	119-295
Range	0-103	0-113	0-010	9.7%	0-190
ATR	0-090	0-092	0-002	1.8%	0-000
Volume	23,726	10,073	-13,653	-57.5%	284,582

Daily Pivots for day following 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-026	120-274	120-037
R3	120-233	120-161	120-006
R2	120-120	120-120	119-316
R1	120-048	120-048	119-305	120-028
PP	120-007	120-007	120-007	119-317
S1	119-255	119-255	119-285	119-234
S2	119-214	119-214	119-274
S3	119-101	119-142	119-264
S4	118-308	119-029	119-233

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-273	121-154	120-080
R3	121-083	120-284	120-027
R2	120-213	120-213	120-010
R1	120-094	120-094	119-312	120-058
PP	120-023	120-023	120-023	120-005
S1	119-224	119-224	119-278	119-188
S2	119-153	119-153	119-260
S3	118-283	119-034	119-243
S4	118-093	118-164	119-190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-142	119-272	0-190	0.5%	0-094	0.2%	12%	False	False	56,916
10	120-250	119-272	0-298	0.8%	0-086	0.2%	8%	False	False	530,917
20	120-250	119-180	1-070	1.0%	0-087	0.2%	29%	False	False	575,585
40	120-250	118-295	1-275	1.6%	0-093	0.2%	54%	False	False	634,670
60	120-250	118-150	2-100	1.9%	0-098	0.3%	63%	False	False	675,136
80	120-250	118-150	2-100	1.9%	0-097	0.3%	63%	False	False	628,955
100	120-250	118-130	2-120	2.0%	0-088	0.2%	64%	False	False	503,953

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	0-020
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	121-240
2.618	121-056
1.618	120-263
1.000	120-193
0.618	120-150
HIGH	120-080
0.618	120-037
0.500	120-024
0.382	120-010
LOW	119-287
0.618	119-217
1.000	119-174
1.618	119-104
2.618	118-311
4.250	118-127

Fisher Pivots for day following 06-Jun-2014
Pivot	1 day	3 day
R1	120-024	120-016
PP	120-007	120-002
S1	119-311	119-309

Download as Excel Spreadsheet

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

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