ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 13-Jun-2014

Day Change Summary
	Previous	Current
	12-Jun-2014	13-Jun-2014	Change	Change %	Previous Week
Open	119-215	119-240	0-025	0.1%	119-290
High	119-297	119-255	-0-042	-0.1%	119-297
Low	119-210	119-177	-0-033	-0.1%	119-175
Close	119-290	119-235	-0-055	-0.1%	119-235
Range	0-087	0-078	-0-009	-10.3%	0-122
ATR	0-087	0-089	0-002	2.2%	0-000
Volume	4,304	7,626	3,322	77.2%	51,925

Daily Pivots for day following 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-136	120-104	119-278
R3	120-058	120-026	119-256
R2	119-300	119-300	119-249
R1	119-268	119-268	119-242	119-245
PP	119-222	119-222	119-222	119-211
S1	119-190	119-190	119-228	119-167
S2	119-144	119-144	119-221
S3	119-066	119-112	119-214
S4	118-308	119-034	119-192

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-282	120-220	119-302
R3	120-160	120-098	119-269
R2	120-038	120-038	119-257
R1	119-296	119-296	119-246	119-266
PP	119-236	119-236	119-236	119-220
S1	119-174	119-174	119-224	119-144
S2	119-114	119-114	119-213
S3	118-312	119-052	119-201
S4	118-190	118-250	119-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-297	119-175	0-122	0.3%	0-072	0.2%	49%	False	False	10,385
10	120-142	119-175	0-287	0.7%	0-083	0.2%	21%	False	False	33,650
20	120-250	119-175	1-075	1.0%	0-080	0.2%	15%	False	False	418,974
40	120-250	118-295	1-275	1.6%	0-088	0.2%	44%	False	False	543,953
60	120-250	118-150	2-100	1.9%	0-091	0.2%	55%	False	False	607,178
80	120-250	118-150	2-100	1.9%	0-096	0.3%	55%	False	False	628,672
100	120-250	118-130	2-120	2.0%	0-091	0.2%	56%	False	False	504,440

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	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-266
2.618	120-139
1.618	120-061
1.000	120-013
0.618	119-303
HIGH	119-255
0.618	119-225
0.500	119-216
0.382	119-207
LOW	119-177
0.618	119-129
1.000	119-099
1.618	119-051
2.618	118-293
4.250	118-166

Fisher Pivots for day following 13-Jun-2014
Pivot	1 day	3 day
R1	119-229	119-236
PP	119-222	119-236
S1	119-216	119-235

Download as Excel Spreadsheet

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

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