ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 30-Apr-2014

Day Change Summary
	Previous	Current
	29-Apr-2014	30-Apr-2014	Change	Change %	Previous Week
Open	118-100	118-100	0-000	0.0%	118-070
High	118-100	118-200	0-100	0.3%	118-160
Low	118-060	118-100	0-040	0.1%	118-030
Close	118-100	118-200	0-100	0.3%	118-110
Range	0-040	0-100	0-060	150.0%	0-130
ATR	0-061	0-064	0-003	4.6%	0-000
Volume	1,970	10,789	8,819	447.7%	6,915

Daily Pivots for day following 30-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-147	119-113	118-255
R3	119-047	119-013	118-228
R2	118-267	118-267	118-218
R1	118-233	118-233	118-209	118-250
PP	118-167	118-167	118-167	118-175
S1	118-133	118-133	118-191	118-150
S2	118-067	118-067	118-182
S3	117-287	118-033	118-172
S4	117-187	117-253	118-145

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	118-200	118-050	0-150	0.4%	0-052	0.1%	100%	True	False	4,071
10	118-230	118-030	0-200	0.5%	0-047	0.1%	85%	False	False	2,182
20	119-070	117-250	1-140	1.2%	0-050	0.1%	59%	False	False	1,331

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	0-002
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	119-305
2.618	119-142
1.618	119-042
1.000	118-300
0.618	118-262
HIGH	118-200
0.618	118-162
0.500	118-150
0.382	118-138
LOW	118-100
0.618	118-038
1.000	118-000
1.618	117-258
2.618	117-158
4.250	116-315

Fisher Pivots for day following 30-Apr-2014
Pivot	1 day	3 day
R1	118-183	118-177
PP	118-167	118-153
S1	118-150	118-130

Download as Excel Spreadsheet

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

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