ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 11-Apr-2014

Day Change Summary
	Previous	Current
	10-Apr-2014	11-Apr-2014	Change	Change %	Previous Week
Open	118-300	119-030	0-050	0.1%	118-060
High	118-300	119-040	0-060	0.2%	119-040
Low	118-300	119-000	0-020	0.1%	118-060
Close	118-300	119-000	0-020	0.1%	119-000
Range	0-000	0-040	0-040		0-300
ATR	0-059	0-059	0-000	0.1%	0-000
Volume	2,226	28	-2,198	-98.7%	2,267

Daily Pivots for day following 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-133	119-107	119-022
R3	119-093	119-067	119-011
R2	119-053	119-053	119-007
R1	119-027	119-027	119-004	119-020
PP	119-013	119-013	119-013	119-010
S1	118-307	118-307	118-316	118-300
S2	118-293	118-293	118-313
S3	118-253	118-267	118-309
S4	118-213	118-227	118-298

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-187	121-073	119-165
R3	120-207	120-093	119-082
R2	119-227	119-227	119-055
R1	119-113	119-113	119-028	119-170
PP	118-247	118-247	118-247	118-275
S1	118-133	118-133	118-292	118-190
S2	117-267	117-267	118-265
S3	116-287	117-153	118-238
S4	115-307	116-173	118-155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-040	118-060	0-300	0.8%	0-044	0.1%	87%	True	False	453
10	119-040	117-250	1-110	1.1%	0-034	0.1%	91%	True	False	231
20	119-130	117-250	1-200	1.4%	0-017	0.0%	75%	False	False	118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-210
2.618	119-145
1.618	119-105
1.000	119-080
0.618	119-065
HIGH	119-040
0.618	119-025
0.500	119-020
0.382	119-015
LOW	119-000
0.618	118-295
1.000	118-280
1.618	118-255
2.618	118-215
4.250	118-150

Fisher Pivots for day following 11-Apr-2014
Pivot	1 day	3 day
R1	119-020	118-287
PP	119-013	118-253
S1	119-007	118-220

Download as Excel Spreadsheet

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

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