ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 25-Apr-2014

Day Change Summary
	Previous	Current
	24-Apr-2014	25-Apr-2014	Change	Change %	Previous Week
Open	118-060	118-160	0-100	0.3%	118-070
High	118-100	118-160	0-060	0.2%	118-160
Low	118-050	118-110	0-060	0.2%	118-030
Close	118-090	118-110	0-020	0.1%	118-110
Range	0-050	0-050	0-000	0.0%	0-130
ATR	0-063	0-063	0-001	0.8%	0-000
Volume	2,512	4,067	1,555	61.9%	6,915

Daily Pivots for day following 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-277	118-243	118-138
R3	118-227	118-193	118-124
R2	118-177	118-177	118-119
R1	118-143	118-143	118-115	118-135
PP	118-127	118-127	118-127	118-122
S1	118-093	118-093	118-105	118-085
S2	118-077	118-077	118-101
S3	118-027	118-043	118-096
S4	117-297	117-313	118-082

Weekly Pivots for week ending 25-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-170	119-110	118-182
R3	119-040	118-300	118-146
R2	118-230	118-230	118-134
R1	118-170	118-170	118-122	118-200
PP	118-100	118-100	118-100	118-115
S1	118-040	118-040	118-098	118-070
S2	117-290	117-290	118-086
S3	117-160	117-230	118-074
S4	117-030	117-100	118-038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-160	118-030	0-130	0.3%	0-030	0.1%	62%	True	False	1,383
10	119-070	118-030	1-040	1.0%	0-054	0.1%	22%	False	False	1,059
20	119-070	117-250	1-140	1.2%	0-042	0.1%	39%	False	False	644

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	0-006

Fibonacci Retracements and Extensions
4.250	119-052
2.618	118-291
1.618	118-241
1.000	118-210
0.618	118-191
HIGH	118-160
0.618	118-141
0.500	118-135
0.382	118-129
LOW	118-110
0.618	118-079
1.000	118-060
1.618	118-029
2.618	117-299
4.250	117-218

Fisher Pivots for day following 25-Apr-2014
Pivot	1 day	3 day
R1	118-135	118-108
PP	118-127	118-107
S1	118-118	118-105

Download as Excel Spreadsheet

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

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