ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 02-Jun-2014

Day Change Summary
	Previous	Current
	30-May-2014	02-Jun-2014	Change	Change %	Previous Week
Open	119-235	119-222	-0-013	0.0%	119-190
High	119-255	119-227	-0-028	-0.1%	120-015
Low	119-190	119-112	-0-078	-0.2%	119-150
Close	119-242	119-125	-0-117	-0.3%	119-242
Range	0-065	0-115	0-050	76.9%	0-185
ATR	0-080	0-083	0-004	4.5%	0-000
Volume	698,020	664,845	-33,175	-4.8%	2,876,842

Daily Pivots for day following 02-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-180	120-107	119-188
R3	120-065	119-312	119-157
R2	119-270	119-270	119-146
R1	119-197	119-197	119-136	119-176
PP	119-155	119-155	119-155	119-144
S1	119-082	119-082	119-114	119-061
S2	119-040	119-040	119-104
S3	118-245	118-287	119-093
S4	118-130	118-172	119-062

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-157	121-065	120-024
R3	120-292	120-200	119-293
R2	120-107	120-107	119-276
R1	120-015	120-015	119-259	120-061
PP	119-242	119-242	119-242	119-266
S1	119-150	119-150	119-225	119-196
S2	119-057	119-057	119-208
S3	118-192	118-285	119-191
S4	118-007	118-100	119-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-015	119-112	0-223	0.6%	0-090	0.2%	6%	False	True	708,337
10	120-015	119-112	0-223	0.6%	0-082	0.2%	6%	False	True	400,092
20	120-015	118-170	1-165	1.3%	0-080	0.2%	57%	False	False	204,399
40	120-015	117-280	2-055	1.8%	0-072	0.2%	70%	False	False	103,022

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	0-014
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	121-076
2.618	120-208
1.618	120-093
1.000	120-022
0.618	119-298
HIGH	119-227
0.618	119-183
0.500	119-170
0.382	119-156
LOW	119-112
0.618	119-041
1.000	118-317
1.618	118-246
2.618	118-131
4.250	117-263

Fisher Pivots for day following 02-Jun-2014
Pivot	1 day	3 day
R1	119-170	119-224
PP	119-155	119-191
S1	119-140	119-158

Download as Excel Spreadsheet

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

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