ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 28-May-2014

Day Change Summary
	Previous	Current
	27-May-2014	28-May-2014	Change	Change %	Previous Week
Open	119-190	119-190	0-000	0.0%	119-150
High	119-200	119-300	0-100	0.3%	119-240
Low	119-150	119-187	0-037	0.1%	119-130
Close	119-190	119-290	0-100	0.3%	119-190
Range	0-050	0-113	0-063	126.0%	0-110
ATR	0-076	0-078	0-003	3.5%	0-000
Volume	227,143	1,173,106	945,963	416.5%	459,239

Daily Pivots for day following 28-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-278	120-237	120-032
R3	120-165	120-124	120-001
R2	120-052	120-052	119-311
R1	120-011	120-011	119-300	120-032
PP	119-259	119-259	119-259	119-269
S1	119-218	119-218	119-280	119-238
S2	119-146	119-146	119-269
S3	119-033	119-105	119-259
S4	118-240	118-312	119-228

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	119-300	119-130	0-170	0.4%	0-077	0.2%	94%	True	False	365,367
10	119-300	119-020	0-280	0.7%	0-084	0.2%	96%	True	False	190,153
20	119-300	118-060	1-240	1.5%	0-085	0.2%	98%	True	False	98,182
40	119-300	117-250	2-050	1.8%	0-065	0.2%	99%	True	False	49,487

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-140
2.618	120-276
1.618	120-163
1.000	120-093
0.618	120-050
HIGH	119-300
0.618	119-257
0.500	119-244
0.382	119-230
LOW	119-187
0.618	119-117
1.000	119-074
1.618	119-004
2.618	118-211
4.250	118-027

Fisher Pivots for day following 28-May-2014
Pivot	1 day	3 day
R1	119-274	119-268
PP	119-259	119-247
S1	119-244	119-225

Download as Excel Spreadsheet

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

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