ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	119-090	119-050	-0-040	-0.1%	119-222
High	119-157	119-050	-0-107	-0.3%	119-227
Low	119-035	118-290	-0-065	-0.2%	119-017
Close	119-042	118-307	-0-055	-0.1%	119-042
Range	0-122	0-080	-0-042	-34.4%	0-210
ATR	0-088	0-088	-0-001	-0.7%	0-000
Volume	818,607	469,967	-348,640	-42.6%	3,528,689

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-242	119-195	119-031
R3	119-162	119-115	119-009
R2	119-082	119-082	119-002
R1	119-035	119-035	118-314	119-018
PP	119-002	119-002	119-002	118-314
S1	118-275	118-275	118-300	118-258
S2	118-242	118-242	118-292
S3	118-162	118-195	118-285
S4	118-082	118-115	118-263

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-085	120-274	119-158
R3	120-195	120-064	119-100
R2	119-305	119-305	119-080
R1	119-174	119-174	119-061	119-134
PP	119-095	119-095	119-095	119-076
S1	118-284	118-284	119-023	118-244
S2	118-205	118-205	119-004
S3	117-315	118-074	118-304
S4	117-105	117-184	118-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-157	118-290	0-187	0.5%	0-097	0.3%	9%	False	True	666,762
10	120-015	118-290	1-045	1.0%	0-094	0.2%	5%	False	True	687,549
20	120-015	118-250	1-085	1.1%	0-088	0.2%	14%	False	False	369,893
40	120-015	118-030	1-305	1.6%	0-077	0.2%	44%	False	False	186,311
60	120-015	117-250	2-085	1.9%	0-056	0.1%	52%	False	False	124,246

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	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-070
2.618	119-259
1.618	119-179
1.000	119-130
0.618	119-099
HIGH	119-050
0.618	119-019
0.500	119-010
0.382	119-001
LOW	118-290
0.618	118-241
1.000	118-210
1.618	118-161
2.618	118-081
4.250	117-270

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	119-010	119-064
PP	119-002	119-038
S1	118-315	119-012

Download as Excel Spreadsheet

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

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