ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 19-Mar-2014

Day Change Summary
	Previous	Current
	18-Mar-2014	19-Mar-2014	Change	Change %	Previous Week
Open	119-202	119-237	0-035	0.1%	119-080
High	119-252	119-252	0-000	0.0%	120-015
Low	119-192	118-225	-0-287	-0.7%	119-047
Close	119-235	118-305	-0-250	-0.7%	119-270
Range	0-060	1-027	0-287	478.3%	0-288
ATR	0-097	0-115	0-018	18.4%	0-000
Volume	550,400	1,195,028	644,628	117.1%	3,518,390

Daily Pivots for day following 19-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-128	121-244	119-176
R3	121-101	120-217	119-080
R2	120-074	120-074	119-049
R1	119-190	119-190	119-017	119-118
PP	119-047	119-047	119-047	119-012
S1	118-163	118-163	118-273	118-092
S2	118-020	118-020	118-241
S3	116-313	117-136	118-210
S4	115-286	116-109	118-114

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-121	122-004	120-108
R3	121-153	121-036	120-029
R2	120-185	120-185	120-003
R1	120-068	120-068	119-296	120-126
PP	119-217	119-217	119-217	119-247
S1	119-100	119-100	119-244	119-158
S2	118-249	118-249	119-217
S3	117-281	118-132	119-191
S4	116-313	117-164	119-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-015	118-225	1-110	1.1%	0-158	0.4%	19%	False	True	825,879
10	120-015	118-225	1-110	1.1%	0-126	0.3%	19%	False	True	718,312
20	120-105	118-225	1-200	1.4%	0-112	0.3%	15%	False	True	693,153
40	120-105	118-130	1-295	1.6%	0-091	0.2%	28%	False	False	350,334

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	0-022
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	124-127
2.618	122-200
1.618	121-173
1.000	120-279
0.618	120-146
HIGH	119-252
0.618	119-119
0.500	119-078
0.382	119-038
LOW	118-225
0.618	118-011
1.000	117-198
1.618	116-304
2.618	115-277
4.250	114-030

Fisher Pivots for day following 19-Mar-2014
Pivot	1 day	3 day
R1	119-078	119-090
PP	119-047	119-055
S1	119-016	119-020

Download as Excel Spreadsheet

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

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