ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	120-220	120-182	-0-038	-0.1%	120-207
High	120-290	120-207	-0-083	-0.2%	121-010
Low	120-145	120-137	-0-008	0.0%	120-137
Close	120-180	120-200	0-020	0.1%	120-200
Range	0-145	0-070	-0-075	-51.7%	0-193
ATR	0-110	0-107	-0-003	-2.6%	0-000
Volume	853,724	564,536	-289,188	-33.9%	2,410,170

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-071	121-046	120-238
R3	121-001	120-296	120-219
R2	120-251	120-251	120-213
R1	120-226	120-226	120-206	120-238
PP	120-181	120-181	120-181	120-188
S1	120-156	120-156	120-194	120-168
S2	120-111	120-111	120-187
S3	120-041	120-086	120-181
S4	119-291	120-016	120-162

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-161	122-054	120-306
R3	121-288	121-181	120-253
R2	121-095	121-095	120-235
R1	120-308	120-308	120-218	120-265
PP	120-222	120-222	120-222	120-201
S1	120-115	120-115	120-182	120-072
S2	120-029	120-029	120-165
S3	119-156	119-242	120-147
S4	118-283	119-049	120-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-010	120-137	0-193	0.5%	0-105	0.3%	33%	False	True	569,102
10	121-017	120-110	0-227	0.6%	0-106	0.3%	40%	False	False	568,292
20	121-030	119-305	1-045	0.9%	0-111	0.3%	59%	False	False	660,832
40	121-030	119-027	2-003	1.7%	0-105	0.3%	77%	False	False	560,704
60	121-030	119-027	2-003	1.7%	0-102	0.3%	77%	False	False	568,344
80	121-030	119-027	2-003	1.7%	0-093	0.2%	77%	False	False	434,621

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-031
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-184
2.618	121-070
1.618	121-000
1.000	120-277
0.618	120-250
HIGH	120-207
0.618	120-180
0.500	120-172
0.382	120-164
LOW	120-137
0.618	120-094
1.000	120-067
1.618	120-024
2.618	119-274
4.250	119-160

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	120-191	120-234
PP	120-181	120-222
S1	120-172	120-211

Download as Excel Spreadsheet

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

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