ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 21-May-2014

Day Change Summary
	Previous	Current
	20-May-2014	21-May-2014	Change	Change %	Previous Week
Open	119-140	119-210	0-070	0.2%	118-280
High	119-230	119-240	0-010	0.0%	119-200
Low	119-140	119-140	0-000	0.0%	118-250
Close	119-220	119-190	-0-030	-0.1%	119-140
Range	0-090	0-100	0-010	11.1%	0-270
ATR	0-079	0-080	0-002	1.9%	0-000
Volume	16,013	96,268	80,255	501.2%	63,134

Daily Pivots for day following 21-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-170	120-120	119-245
R3	120-070	120-020	119-218
R2	119-290	119-290	119-208
R1	119-240	119-240	119-199	119-215
PP	119-190	119-190	119-190	119-178
S1	119-140	119-140	119-181	119-115
S2	119-090	119-090	119-172
S3	118-310	119-040	119-162
S4	118-210	118-260	119-135

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	119-240	119-050	0-190	0.5%	0-088	0.2%	74%	True	False	31,355
10	119-240	118-250	0-310	0.8%	0-082	0.2%	84%	True	False	20,664
20	119-240	118-050	1-190	1.3%	0-078	0.2%	90%	True	False	12,132
40	119-240	117-250	1-310	1.6%	0-058	0.2%	92%	True	False	6,224

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	0-015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-025
2.618	120-182
1.618	120-082
1.000	120-020
0.618	119-302
HIGH	119-240
0.618	119-202
0.500	119-190
0.382	119-178
LOW	119-140
0.618	119-078
1.000	119-040
1.618	118-298
2.618	118-198
4.250	118-035

Fisher Pivots for day following 21-May-2014
Pivot	1 day	3 day
R1	119-190	119-190
PP	119-190	119-190
S1	119-190	119-190

Download as Excel Spreadsheet

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

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