ECBOT 5 Year T-Note Future September 2014

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

Day Change Summary
	Previous	Current
	03-Apr-2014	04-Apr-2014	Change	Change %	Previous Week
Open	117-260	117-280	0-020	0.1%	118-050
High	117-260	118-070	0-130	0.3%	118-070
Low	117-250	117-280	0-030	0.1%	117-250
Close	117-260	118-070	0-130	0.3%	118-070
Range	0-010	0-110	0-100	1,000.0%	0-140
ATR	0-047	0-053	0-006	12.5%	0-000
Volume	14	5	-9	-64.3%	49

Daily Pivots for day following 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-043	119-007	118-130
R3	118-253	118-217	118-100
R2	118-143	118-143	118-090
R1	118-107	118-107	118-080	118-125
PP	118-033	118-033	118-033	118-042
S1	117-317	117-317	118-060	118-015
S2	117-243	117-243	118-050
S3	117-133	117-207	118-040
S4	117-023	117-097	118-010

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-123	119-077	118-147
R3	118-303	118-257	118-108
R2	118-163	118-163	118-096
R1	118-117	118-117	118-083	118-140
PP	118-023	118-023	118-023	118-035
S1	117-297	117-297	118-057	118-000
S2	117-203	117-203	118-044
S3	117-063	117-157	118-032
S4	116-243	117-017	117-313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-070	117-250	0-140	0.4%	0-024	0.1%	100%	True	False	9
10	118-120	117-250	0-190	0.5%	0-012	0.0%	74%	False	False	8

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	0-000
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	119-218
2.618	119-038
1.618	118-248
1.000	118-180
0.618	118-138
HIGH	118-070
0.618	118-028
0.500	118-015
0.382	118-002
LOW	117-280
0.618	117-212
1.000	117-170
1.618	117-102
2.618	116-312
4.250	116-132

Fisher Pivots for day following 04-Apr-2014
Pivot	1 day	3 day
R1	118-052	118-047
PP	118-033	118-023
S1	118-015	118-000

Download as Excel Spreadsheet

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

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