ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	119-135	119-057	-0-078	-0.2%	119-190
High	119-145	119-105	-0-040	-0.1%	120-015
Low	119-052	119-030	-0-022	-0.1%	119-150
Close	119-065	119-057	-0-008	0.0%	119-242
Range	0-093	0-075	-0-018	-19.4%	0-185
ATR	0-084	0-083	-0-001	-0.8%	0-000
Volume	661,675	631,715	-29,960	-4.5%	2,876,842

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-289	119-248	119-098
R3	119-214	119-173	119-078
R2	119-139	119-139	119-071
R1	119-098	119-098	119-064	119-094
PP	119-064	119-064	119-064	119-062
S1	119-023	119-023	119-050	119-020
S2	118-309	118-309	119-043
S3	118-234	118-268	119-036
S4	118-159	118-193	119-016

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	119-030	0-305	0.8%	0-091	0.2%	9%	False	True	686,965
10	120-015	119-030	0-305	0.8%	0-084	0.2%	9%	False	True	526,166
20	120-015	118-170	1-165	1.3%	0-084	0.2%	43%	False	False	268,661
40	120-015	118-030	1-305	1.6%	0-072	0.2%	56%	False	False	135,357
60	120-015	117-250	2-085	1.9%	0-051	0.1%	62%	False	False	90,239

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	120-104
2.618	119-301
1.618	119-226
1.000	119-180
0.618	119-151
HIGH	119-105
0.618	119-076
0.500	119-068
0.382	119-059
LOW	119-030
0.618	118-304
1.000	118-275
1.618	118-229
2.618	118-154
4.250	118-031

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	119-068	119-128
PP	119-064	119-105
S1	119-060	119-081

Download as Excel Spreadsheet

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

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