ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 20-May-2014

Day Change Summary
	Previous	Current
	19-May-2014	20-May-2014	Change	Change %	Previous Week
Open	119-150	119-140	-0-010	0.0%	118-280
High	119-200	119-230	0-030	0.1%	119-200
Low	119-140	119-140	0-000	0.0%	118-250
Close	119-160	119-220	0-060	0.2%	119-140
Range	0-060	0-090	0-030	50.0%	0-270
ATR	0-078	0-079	0-001	1.1%	0-000
Volume	16,639	16,013	-626	-3.8%	63,134

Daily Pivots for day following 20-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-147	120-113	119-270
R3	120-057	120-023	119-245
R2	119-287	119-287	119-236
R1	119-253	119-253	119-228	119-270
PP	119-197	119-197	119-197	119-205
S1	119-163	119-163	119-212	119-180
S2	119-107	119-107	119-204
S3	119-017	119-073	119-195
S4	118-247	118-303	119-170

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-260	121-150	119-288
R3	120-310	120-200	119-214
R2	120-040	120-040	119-190
R1	119-250	119-250	119-165	119-305
PP	119-090	119-090	119-090	119-118
S1	118-300	118-300	119-115	119-035
S2	118-140	118-140	119-090
S3	117-190	118-030	119-066
S4	116-240	117-080	118-312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-230	119-020	0-210	0.5%	0-092	0.2%	95%	True	False	14,940
10	119-230	118-170	1-060	1.0%	0-084	0.2%	97%	True	False	11,157
20	119-230	118-050	1-180	1.3%	0-076	0.2%	98%	True	False	7,326
40	119-230	117-250	1-300	1.6%	0-055	0.1%	98%	True	False	3,817

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-292
2.618	120-146
1.618	120-056
1.000	120-000
0.618	119-286
HIGH	119-230
0.618	119-196
0.500	119-185
0.382	119-174
LOW	119-140
0.618	119-084
1.000	119-050
1.618	118-314
2.618	118-224
4.250	118-078

Fisher Pivots for day following 20-May-2014
Pivot	1 day	3 day
R1	119-208	119-207
PP	119-197	119-193
S1	119-185	119-180

Download as Excel Spreadsheet

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

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