ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 23-May-2014

Day Change Summary
	Previous	Current
	22-May-2014	23-May-2014	Change	Change %	Previous Week
Open	119-180	119-160	-0-020	-0.1%	119-150
High	119-190	119-210	0-020	0.1%	119-240
Low	119-130	119-150	0-020	0.1%	119-130
Close	119-150	119-190	0-040	0.1%	119-190
Range	0-060	0-060	0-000	0.0%	0-110
ATR	0-079	0-078	-0-001	-1.7%	0-000
Volume	124,686	205,633	80,947	64.9%	459,239

Daily Pivots for day following 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-043	120-017	119-223
R3	119-303	119-277	119-206
R2	119-243	119-243	119-201
R1	119-217	119-217	119-196	119-230
PP	119-183	119-183	119-183	119-190
S1	119-157	119-157	119-184	119-170
S2	119-123	119-123	119-179
S3	119-063	119-097	119-174
S4	119-003	119-037	119-157

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-197	120-143	119-250
R3	120-087	120-033	119-220
R2	119-297	119-297	119-210
R1	119-243	119-243	119-200	119-270
PP	119-187	119-187	119-187	119-200
S1	119-133	119-133	119-180	119-160
S2	119-077	119-077	119-170
S3	118-287	119-023	119-160
S4	118-177	118-233	119-130

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%	0-074	0.2%	55%	False	False	91,847
10	119-240	118-250	0-310	0.8%	0-082	0.2%	84%	False	False	52,237
20	119-240	118-060	1-180	1.3%	0-080	0.2%	90%	False	False	28,319
40	119-240	117-250	1-310	1.6%	0-061	0.2%	92%	False	False	14,481

Crabel Price Patterns
NR	False
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	0-015

Fibonacci Retracements and Extensions
4.250	120-145
2.618	120-047
1.618	119-307
1.000	119-270
0.618	119-247
HIGH	119-210
0.618	119-187
0.500	119-180
0.382	119-173
LOW	119-150
0.618	119-113
1.000	119-090
1.618	119-053
2.618	118-313
4.250	118-215

Fisher Pivots for day following 23-May-2014
Pivot	1 day	3 day
R1	119-187	119-188
PP	119-183	119-187
S1	119-180	119-185

Download as Excel Spreadsheet

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

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