ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	120-037	120-157	0-120	0.3%	119-267
High	120-202	120-167	-0-035	-0.1%	120-192
Low	120-007	120-095	0-088	0.2%	119-145
Close	120-177	120-152	-0-025	-0.1%	120-057
Range	0-195	0-072	-0-123	-63.1%	1-047
ATR	0-117	0-115	-0-003	-2.1%	0-000
Volume	951,655	790,904	-160,751	-16.9%	2,862,623

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-034	121-005	120-192
R3	120-282	120-253	120-172
R2	120-210	120-210	120-165
R1	120-181	120-181	120-159	120-160
PP	120-138	120-138	120-138	120-127
S1	120-109	120-109	120-145	120-088
S2	120-066	120-066	120-139
S3	119-314	120-037	120-132
S4	119-242	119-285	120-112

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-166	122-318	120-259
R3	122-119	121-271	120-158
R2	121-072	121-072	120-124
R1	120-224	120-224	120-091	120-308
PP	120-025	120-025	120-025	120-066
S1	119-177	119-177	120-023	119-261
S2	118-298	118-298	119-310
S3	117-251	118-130	119-276
S4	116-204	117-083	119-175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-202	119-305	0-217	0.6%	0-135	0.4%	77%	False	False	813,307
10	120-202	119-145	1-057	1.0%	0-126	0.3%	87%	False	False	691,654
20	120-202	119-027	1-175	1.3%	0-114	0.3%	90%	False	False	612,158
40	120-270	119-027	1-243	1.5%	0-103	0.3%	79%	False	False	537,355
60	121-030	119-027	2-003	1.7%	0-094	0.2%	69%	False	False	426,878
80	121-030	119-027	2-003	1.7%	0-079	0.2%	69%	False	False	320,297

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-020
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-153
2.618	121-035
1.618	120-283
1.000	120-239
0.618	120-211
HIGH	120-167
0.618	120-139
0.500	120-131
0.382	120-123
LOW	120-095
0.618	120-051
1.000	120-023
1.618	119-299
2.618	119-227
4.250	119-109

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	120-145	120-132
PP	120-138	120-113
S1	120-131	120-094

Download as Excel Spreadsheet

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

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