ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 01-May-2014

Day Change Summary
	Previous	Current
	30-Apr-2014	01-May-2014	Change	Change %	Previous Week
Open	118-100	118-180	0-080	0.2%	118-070
High	118-200	118-270	0-070	0.2%	118-160
Low	118-100	118-180	0-080	0.2%	118-030
Close	118-200	118-250	0-050	0.1%	118-110
Range	0-100	0-090	-0-010	-10.0%	0-130
ATR	0-064	0-066	0-002	2.9%	0-000
Volume	10,789	3,816	-6,973	-64.6%	6,915

Daily Pivots for day following 01-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-183	119-147	118-300
R3	119-093	119-057	118-275
R2	119-003	119-003	118-266
R1	118-287	118-287	118-258	118-305
PP	118-233	118-233	118-233	118-242
S1	118-197	118-197	118-242	118-215
S2	118-143	118-143	118-234
S3	118-053	118-107	118-225
S4	117-283	118-017	118-200

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	118-270	118-060	0-210	0.6%	0-060	0.2%	90%	True	False	4,331
10	118-270	118-030	0-240	0.6%	0-050	0.1%	92%	True	False	2,461
20	119-070	117-250	1-140	1.2%	0-054	0.1%	70%	False	False	1,522

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	0-002
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-012
2.618	119-186
1.618	119-096
1.000	119-040
0.618	119-006
HIGH	118-270
0.618	118-236
0.500	118-225
0.382	118-214
LOW	118-180
0.618	118-124
1.000	118-090
1.618	118-034
2.618	117-264
4.250	117-118

Fisher Pivots for day following 01-May-2014
Pivot	1 day	3 day
R1	118-242	118-222
PP	118-233	118-193
S1	118-225	118-165

Download as Excel Spreadsheet

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

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