ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 22-May-2014

Day Change Summary
	Previous	Current
	21-May-2014	22-May-2014	Change	Change %	Previous Week
Open	119-210	119-180	-0-030	-0.1%	118-280
High	119-240	119-190	-0-050	-0.1%	119-200
Low	119-140	119-130	-0-010	0.0%	118-250
Close	119-190	119-150	-0-040	-0.1%	119-140
Range	0-100	0-060	-0-040	-40.0%	0-270
ATR	0-080	0-079	-0-001	-1.8%	0-000
Volume	96,268	124,686	28,418	29.5%	63,134

Daily Pivots for day following 22-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-017	119-303	119-183
R3	119-277	119-243	119-166
R2	119-217	119-217	119-161
R1	119-183	119-183	119-156	119-170
PP	119-157	119-157	119-157	119-150
S1	119-123	119-123	119-144	119-110
S2	119-097	119-097	119-139
S3	119-037	119-063	119-134
S4	118-297	119-003	119-117

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	119-130	0-110	0.3%	0-070	0.2%	18%	False	True	54,523
10	119-240	118-250	0-310	0.8%	0-081	0.2%	71%	False	False	32,226
20	119-240	118-060	1-180	1.3%	0-079	0.2%	82%	False	False	18,240
40	119-240	117-250	1-310	1.6%	0-059	0.2%	86%	False	False	9,341

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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-125
2.618	120-027
1.618	119-287
1.000	119-250
0.618	119-227
HIGH	119-190
0.618	119-167
0.500	119-160
0.382	119-153
LOW	119-130
0.618	119-093
1.000	119-070
1.618	119-033
2.618	118-293
4.250	118-195

Fisher Pivots for day following 22-May-2014
Pivot	1 day	3 day
R1	119-160	119-185
PP	119-157	119-173
S1	119-153	119-162

Download as Excel Spreadsheet

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

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