ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 13-May-2014

Day Change Summary
	Previous	Current
	12-May-2014	13-May-2014	Change	Change %	Previous Week
Open	118-280	118-270	-0-010	0.0%	118-200
High	118-290	119-030	0-060	0.2%	119-020
Low	118-250	118-250	0-000	0.0%	118-170
Close	118-270	119-020	0-070	0.2%	119-000
Range	0-040	0-100	0-060	150.0%	0-170
ATR	0-072	0-074	0-002	2.8%	0-000
Volume	8,877	12,207	3,330	37.5%	23,930

Daily Pivots for day following 13-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-293	119-257	119-075
R3	119-193	119-157	119-048
R2	119-093	119-093	119-038
R1	119-057	119-057	119-029	119-075
PP	118-313	118-313	118-313	119-002
S1	118-277	118-277	119-011	118-295
S2	118-213	118-213	119-002
S3	118-113	118-177	118-312
S4	118-013	118-077	118-285

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	119-030	118-170	0-180	0.5%	0-076	0.2%	94%	True	False	7,374
10	119-030	118-060	0-290	0.8%	0-085	0.2%	97%	True	False	6,210
20	119-030	118-030	1-000	0.8%	0-064	0.2%	97%	True	False	3,669
40	119-130	117-250	1-200	1.4%	0-044	0.1%	79%	False	False	1,950

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-135
2.618	119-292
1.618	119-192
1.000	119-130
0.618	119-092
HIGH	119-030
0.618	118-312
0.500	118-300
0.382	118-288
LOW	118-250
0.618	118-188
1.000	118-150
1.618	118-088
2.618	117-308
4.250	117-145

Fisher Pivots for day following 13-May-2014
Pivot	1 day	3 day
R1	119-007	119-007
PP	118-313	118-313
S1	118-300	118-300

Download as Excel Spreadsheet

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

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