ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 05-May-2014

Day Change Summary
	Previous	Current
	02-May-2014	05-May-2014	Change	Change %	Previous Week
Open	118-240	118-200	-0-040	-0.1%	118-140
High	118-250	118-250	0-000	0.0%	118-270
Low	118-060	118-200	0-140	0.4%	118-060
Close	118-210	118-210	0-000	0.0%	118-210
Range	0-190	0-050	-0-140	-73.7%	0-210
ATR	0-074	0-073	-0-002	-2.3%	0-000
Volume	2,490	3,888	1,398	56.1%	20,082

Daily Pivots for day following 05-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-050	119-020	118-238
R3	119-000	118-290	118-224
R2	118-270	118-270	118-219
R1	118-240	118-240	118-215	118-255
PP	118-220	118-220	118-220	118-228
S1	118-190	118-190	118-205	118-205
S2	118-170	118-170	118-201
S3	118-120	118-140	118-196
S4	118-070	118-090	118-182

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%	0-094	0.2%	71%	False	False	4,590
10	118-270	118-030	0-240	0.6%	0-064	0.2%	75%	False	False	3,077
20	119-070	118-030	1-040	0.9%	0-060	0.2%	50%	False	False	1,840

Crabel Price Patterns
NR	True
NR4	True
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	0-003
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-142
2.618	119-061
1.618	119-011
1.000	118-300
0.618	118-281
HIGH	118-250
0.618	118-231
0.500	118-225
0.382	118-219
LOW	118-200
0.618	118-169
1.000	118-150
1.618	118-119
2.618	118-069
4.250	117-308

Fisher Pivots for day following 05-May-2014
Pivot	1 day	3 day
R1	118-225	118-195
PP	118-220	118-180
S1	118-215	118-165

Download as Excel Spreadsheet

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

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