ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 02-Jan-2014

Day Change Summary
	Previous	Current
	31-Dec-2013	02-Jan-2014	Change	Change %	Previous Week
Open	119-135	119-092	-0-043	-0.1%	119-190
High	119-140	119-142	0-002	0.0%	119-202
Low	119-067	119-077	0-010	0.0%	119-060
Close	119-100	119-130	0-030	0.1%	119-085
Range	0-073	0-065	-0-008	-11.0%	0-142
ATR	0-090	0-088	-0-002	-2.0%	0-000
Volume	246,713	344,463	97,750	39.6%	791,026

Daily Pivots for day following 02-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-311	119-286	119-166
R3	119-246	119-221	119-148
R2	119-181	119-181	119-142
R1	119-156	119-156	119-136	119-168
PP	119-116	119-116	119-116	119-123
S1	119-091	119-091	119-124	119-104
S2	119-051	119-051	119-118
S3	118-306	119-026	119-112
S4	118-241	118-281	119-094

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-222	120-135	119-163
R3	120-080	119-313	119-124
R2	119-258	119-258	119-111
R1	119-171	119-171	119-098	119-144
PP	119-116	119-116	119-116	119-102
S1	119-029	119-029	119-072	119-002
S2	118-294	118-294	119-059
S3	118-152	118-207	119-046
S4	118-010	118-065	119-007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-142	119-060	0-082	0.2%	0-063	0.2%	85%	True	False	249,273
10	120-147	119-060	1-087	1.1%	0-102	0.3%	17%	False	False	399,911
20	120-255	119-060	1-195	1.3%	0-092	0.2%	14%	False	False	454,000
40	121-030	119-060	1-290	1.6%	0-086	0.2%	11%	False	False	342,659
60	121-030	119-060	1-290	1.6%	0-068	0.2%	11%	False	False	228,751

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-098
2.618	119-312
1.618	119-247
1.000	119-207
0.618	119-182
HIGH	119-142
0.618	119-117
0.500	119-110
0.382	119-102
LOW	119-077
0.618	119-037
1.000	119-012
1.618	118-292
2.618	118-227
4.250	118-121

Fisher Pivots for day following 02-Jan-2014
Pivot	1 day	3 day
R1	119-123	119-122
PP	119-116	119-113
S1	119-110	119-104

Download as Excel Spreadsheet

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

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