ECBOT 5 Year T-Note Future September 2014

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

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	118-317	118-312	-0-005	0.0%	118-300
High	119-017	119-005	-0-012	0.0%	119-052
Low	118-252	118-270	0-018	0.0%	118-180
Close	118-287	118-275	-0-012	0.0%	118-287
Range	0-085	0-055	-0-030	-35.3%	0-192
ATR	0-097	0-094	-0-003	-3.1%	0-000
Volume	468,753	381,150	-87,603	-18.7%	3,390,364

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-135	119-100	118-305
R3	119-080	119-045	118-290
R2	119-025	119-025	118-285
R1	118-310	118-310	118-280	118-300
PP	118-290	118-290	118-290	118-285
S1	118-255	118-255	118-270	118-245
S2	118-235	118-235	118-265
S3	118-180	118-200	118-260
S4	118-125	118-145	118-245

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-216	120-123	119-073
R3	120-024	119-251	119-020
R2	119-152	119-152	119-002
R1	119-059	119-059	118-305	119-010
PP	118-280	118-280	118-280	118-255
S1	118-187	118-187	118-269	118-138
S2	118-088	118-088	118-252
S3	117-216	117-315	118-234
S4	117-024	117-123	118-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-052	118-180	0-192	0.5%	0-104	0.3%	49%	False	False	669,570
10	119-060	118-180	0-200	0.5%	0-095	0.2%	48%	False	False	629,212
20	120-015	118-180	1-155	1.2%	0-094	0.2%	20%	False	False	658,380
40	120-015	118-060	1-275	1.6%	0-087	0.2%	36%	False	False	343,350
60	120-015	117-250	2-085	1.9%	0-072	0.2%	48%	False	False	229,114

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-239
2.618	119-149
1.618	119-094
1.000	119-060
0.618	119-039
HIGH	119-005
0.618	118-304
0.500	118-298
0.382	118-291
LOW	118-270
0.618	118-236
1.000	118-215
1.618	118-181
2.618	118-126
4.250	118-036

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	118-298	118-312
PP	118-290	118-300
S1	118-282	118-287

Download as Excel Spreadsheet

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

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