ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 09-May-2014

Day Change Summary
	Previous	Current
	08-May-2014	09-May-2014	Change	Change %	Previous Week
Open	118-260	118-310	0-050	0.1%	118-200
High	119-010	119-020	0-010	0.0%	119-020
Low	118-260	118-290	0-030	0.1%	118-170
Close	119-010	119-000	-0-010	0.0%	119-000
Range	0-070	0-050	-0-020	-28.6%	0-170
ATR	0-074	0-072	-0-002	-2.3%	0-000
Volume	9,068	5,520	-3,548	-39.1%	23,930

Daily Pivots for day following 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-147	119-123	119-028
R3	119-097	119-073	119-014
R2	119-047	119-047	119-009
R1	119-023	119-023	119-005	119-035
PP	118-317	118-317	118-317	119-002
S1	118-293	118-293	118-315	118-305
S2	118-267	118-267	118-311
S3	118-217	118-243	118-306
S4	118-167	118-193	118-292

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-147	120-083	119-094
R3	119-297	119-233	119-047
R2	119-127	119-127	119-031
R1	119-063	119-063	119-016	119-095
PP	118-277	118-277	118-277	118-292
S1	118-213	118-213	118-304	118-245
S2	118-107	118-107	118-289
S3	117-257	118-043	118-273
S4	117-087	117-193	118-226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-020	118-170	0-170	0.4%	0-066	0.2%	88%	True	False	4,786
10	119-020	118-060	0-280	0.7%	0-077	0.2%	93%	True	False	4,401
20	119-070	118-030	1-040	0.9%	0-066	0.2%	81%	False	False	2,730
40	119-170	117-250	1-240	1.5%	0-040	0.1%	70%	False	False	1,423

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	0-009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-232
2.618	119-151
1.618	119-101
1.000	119-070
0.618	119-051
HIGH	119-020
0.618	119-001
0.500	118-315
0.382	118-309
LOW	118-290
0.618	118-259
1.000	118-240
1.618	118-209
2.618	118-159
4.250	118-078

Fisher Pivots for day following 09-May-2014
Pivot	1 day	3 day
R1	118-318	118-298
PP	118-317	118-277
S1	118-315	118-255

Download as Excel Spreadsheet

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

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