ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 02-May-2014

Day Change Summary
	Previous	Current
	01-May-2014	02-May-2014	Change	Change %	Previous Week
Open	118-180	118-240	0-060	0.2%	118-140
High	118-270	118-250	-0-020	-0.1%	118-270
Low	118-180	118-060	-0-120	-0.3%	118-060
Close	118-250	118-210	-0-040	-0.1%	118-210
Range	0-090	0-190	0-100	111.1%	0-210
ATR	0-066	0-074	0-009	13.5%	0-000
Volume	3,816	2,490	-1,326	-34.7%	20,082

Daily Pivots for day following 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-103	120-027	118-314
R3	119-233	119-157	118-262
R2	119-043	119-043	118-245
R1	118-287	118-287	118-227	118-230
PP	118-173	118-173	118-173	118-145
S1	118-097	118-097	118-193	118-040
S2	117-303	117-303	118-175
S3	117-113	117-227	118-158
S4	116-243	117-037	118-106

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-170	120-080	119-006
R3	119-280	119-190	118-268
R2	119-070	119-070	118-248
R1	118-300	118-300	118-229	119-025
PP	118-180	118-180	118-180	118-202
S1	118-090	118-090	118-191	118-135
S2	117-290	117-290	118-172
S3	117-080	117-200	118-152
S4	116-190	116-310	118-094

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%	0-088	0.2%	71%	False	True	4,016
10	118-270	118-030	0-240	0.6%	0-059	0.2%	75%	False	False	2,699
20	119-070	117-280	1-110	1.1%	0-064	0.2%	58%	False	False	1,645

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	0-003
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	121-098
2.618	120-107
1.618	119-237
1.000	119-120
0.618	119-047
HIGH	118-250
0.618	118-177
0.500	118-155
0.382	118-133
LOW	118-060
0.618	117-263
1.000	117-190
1.618	117-073
2.618	116-203
4.250	115-212

Fisher Pivots for day following 02-May-2014
Pivot	1 day	3 day
R1	118-192	118-195
PP	118-173	118-180
S1	118-155	118-165

Download as Excel Spreadsheet

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

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