ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 07-May-2014

Day Change Summary
	Previous	Current
	06-May-2014	07-May-2014	Change	Change %	Previous Week
Open	118-190	118-230	0-040	0.1%	118-140
High	118-230	118-290	0-060	0.2%	118-270
Low	118-190	118-170	-0-020	-0.1%	118-060
Close	118-210	118-270	0-060	0.2%	118-210
Range	0-040	0-120	0-080	200.0%	0-210
ATR	0-070	0-074	0-004	5.0%	0-000
Volume	4,253	1,201	-3,052	-71.8%	20,082

Daily Pivots for day following 07-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-283	119-237	119-016
R3	119-163	119-117	118-303
R2	119-043	119-043	118-292
R1	118-317	118-317	118-281	119-020
PP	118-243	118-243	118-243	118-255
S1	118-197	118-197	118-259	118-220
S2	118-123	118-123	118-248
S3	118-003	118-077	118-237
S4	117-203	117-277	118-204

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	118-290	118-060	0-230	0.6%	0-098	0.3%	91%	True	False	3,129
10	118-290	118-050	0-240	0.6%	0-075	0.2%	92%	True	False	3,600
20	119-070	118-030	1-040	0.9%	0-066	0.2%	67%	False	False	2,112
40	119-170	117-250	1-240	1.5%	0-037	0.1%	61%	False	False	1,058

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-160
2.618	119-284
1.618	119-164
1.000	119-090
0.618	119-044
HIGH	118-290
0.618	118-244
0.500	118-230
0.382	118-216
LOW	118-170
0.618	118-096
1.000	118-050
1.618	117-296
2.618	117-176
4.250	116-300

Fisher Pivots for day following 07-May-2014
Pivot	1 day	3 day
R1	118-257	118-257
PP	118-243	118-243
S1	118-230	118-230

Download as Excel Spreadsheet

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

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