ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 15-Apr-2014

Day Change Summary
	Previous	Current
	14-Apr-2014	15-Apr-2014	Change	Change %	Previous Week
Open	119-070	118-240	-0-150	-0.4%	118-060
High	119-070	118-270	-0-120	-0.3%	119-040
Low	118-260	118-210	-0-050	-0.1%	118-060
Close	118-260	118-230	-0-030	-0.1%	119-000
Range	0-130	0-060	-0-070	-53.8%	0-300
ATR	0-064	0-064	0-000	-0.5%	0-000
Volume	2,273	243	-2,030	-89.3%	2,267

Daily Pivots for day following 15-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-097	119-063	118-263
R3	119-037	119-003	118-246
R2	118-297	118-297	118-241
R1	118-263	118-263	118-236	118-250
PP	118-237	118-237	118-237	118-230
S1	118-203	118-203	118-224	118-190
S2	118-177	118-177	118-219
S3	118-117	118-143	118-214
S4	118-057	118-083	118-197

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	119-070	118-080	0-310	0.8%	0-070	0.2%	48%	False	False	954
10	119-070	117-250	1-140	1.2%	0-053	0.1%	65%	False	False	480
20	119-070	117-250	1-140	1.2%	0-026	0.1%	65%	False	False	243

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	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-205
2.618	119-107
1.618	119-047
1.000	119-010
0.618	118-307
HIGH	118-270
0.618	118-247
0.500	118-240
0.382	118-233
LOW	118-210
0.618	118-173
1.000	118-150
1.618	118-113
2.618	118-053
4.250	117-275

Fisher Pivots for day following 15-Apr-2014
Pivot	1 day	3 day
R1	118-240	118-300
PP	118-237	118-277
S1	118-233	118-253

Download as Excel Spreadsheet

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

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