ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 14-May-2014

Day Change Summary
	Previous	Current
	13-May-2014	14-May-2014	Change	Change %	Previous Week
Open	118-270	119-020	0-070	0.2%	118-200
High	119-030	119-140	0-110	0.3%	119-020
Low	118-250	119-020	0-090	0.2%	118-170
Close	119-020	119-110	0-090	0.2%	119-000
Range	0-100	0-120	0-020	20.0%	0-170
ATR	0-074	0-077	0-003	4.5%	0-000
Volume	12,207	14,191	1,984	16.3%	23,930

Daily Pivots for day following 14-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-130	120-080	119-176
R3	120-010	119-280	119-143
R2	119-210	119-210	119-132
R1	119-160	119-160	119-121	119-185
PP	119-090	119-090	119-090	119-102
S1	119-040	119-040	119-099	119-065
S2	118-290	118-290	119-088
S3	118-170	118-240	119-077
S4	118-050	118-120	119-044

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	119-140	118-250	0-210	0.5%	0-076	0.2%	86%	True	False	9,972
10	119-140	118-060	1-080	1.0%	0-087	0.2%	93%	True	False	6,551
20	119-140	118-030	1-110	1.1%	0-067	0.2%	93%	True	False	4,366
40	119-140	117-250	1-210	1.4%	0-047	0.1%	94%	True	False	2,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	121-010
2.618	120-134
1.618	120-014
1.000	119-260
0.618	119-214
HIGH	119-140
0.618	119-094
0.500	119-080
0.382	119-066
LOW	119-020
0.618	118-266
1.000	118-220
1.618	118-146
2.618	118-026
4.250	117-150

Fisher Pivots for day following 14-May-2014
Pivot	1 day	3 day
R1	119-100	119-085
PP	119-090	119-060
S1	119-080	119-035

Download as Excel Spreadsheet

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

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