ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 16-Apr-2014

Day Change Summary
	Previous	Current
	15-Apr-2014	16-Apr-2014	Change	Change %	Previous Week
Open	118-240	118-230	-0-010	0.0%	118-060
High	118-270	118-230	-0-040	-0.1%	119-040
Low	118-210	118-170	-0-040	-0.1%	118-060
Close	118-230	118-170	-0-060	-0.2%	119-000
Range	0-060	0-060	0-000	0.0%	0-300
ATR	0-064	0-064	0-000	-0.5%	0-000
Volume	243	1,023	780	321.0%	2,267

Daily Pivots for day following 16-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-050	119-010	118-203
R3	118-310	118-270	118-186
R2	118-250	118-250	118-181
R1	118-210	118-210	118-176	118-200
PP	118-190	118-190	118-190	118-185
S1	118-150	118-150	118-164	118-140
S2	118-130	118-130	118-159
S3	118-070	118-090	118-154
S4	118-010	118-030	118-137

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	118-170	0-220	0.6%	0-058	0.2%	0%	False	True	1,158
10	119-070	117-250	1-140	1.2%	0-059	0.2%	52%	False	False	582
20	119-070	117-250	1-140	1.2%	0-030	0.1%	52%	False	False	294

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	119-165
2.618	119-067
1.618	119-007
1.000	118-290
0.618	118-267
HIGH	118-230
0.618	118-207
0.500	118-200
0.382	118-193
LOW	118-170
0.618	118-133
1.000	118-110
1.618	118-073
2.618	118-013
4.250	117-235

Fisher Pivots for day following 16-Apr-2014
Pivot	1 day	3 day
R1	118-200	118-280
PP	118-190	118-243
S1	118-180	118-207

Download as Excel Spreadsheet

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

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