ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 04-Feb-2014

Day Change Summary
	Previous	Current
	03-Feb-2014	04-Feb-2014	Change	Change %	Previous Week
Open	120-207	120-300	0-093	0.2%	120-090
High	121-000	120-315	-0-005	0.0%	120-237
Low	120-185	120-260	0-075	0.2%	119-305
Close	120-310	120-280	-0-030	-0.1%	120-200
Range	0-135	0-055	-0-080	-59.3%	0-252
ATR	0-115	0-111	-0-004	-3.7%	0-000
Volume	762,115	618,009	-144,106	-18.9%	3,932,121

Daily Pivots for day following 04-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-130	121-100	120-310
R3	121-075	121-045	120-295
R2	121-020	121-020	120-290
R1	120-310	120-310	120-285	120-298
PP	120-285	120-285	120-285	120-279
S1	120-255	120-255	120-275	120-242
S2	120-230	120-230	120-270
S3	120-175	120-200	120-265
S4	120-120	120-145	120-250

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-257	122-160	121-019
R3	122-005	121-228	120-269
R2	121-073	121-073	120-246
R1	120-296	120-296	120-223	121-024
PP	120-141	120-141	120-141	120-165
S1	120-044	120-044	120-177	120-092
S2	119-209	119-209	120-154
S3	118-277	119-112	120-131
S4	118-025	118-180	120-061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-000	120-007	0-313	0.8%	0-112	0.3%	87%	False	False	786,691
10	121-000	119-145	1-175	1.3%	0-129	0.3%	92%	False	False	767,700
20	121-000	119-027	1-293	1.6%	0-116	0.3%	93%	False	False	663,695
40	121-000	119-027	1-293	1.6%	0-103	0.3%	93%	False	False	547,002
60	121-030	119-027	2-003	1.7%	0-097	0.3%	89%	False	False	463,098
80	121-030	119-027	2-003	1.7%	0-082	0.2%	89%	False	False	347,683

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	0-019
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	121-229
2.618	121-139
1.618	121-084
1.000	121-050
0.618	121-029
HIGH	120-315
0.618	120-294
0.500	120-288
0.382	120-281
LOW	120-260
0.618	120-226
1.000	120-205
1.618	120-171
2.618	120-116
4.250	120-026

Fisher Pivots for day following 04-Feb-2014
Pivot	1 day	3 day
R1	120-288	120-262
PP	120-285	120-245
S1	120-282	120-228

Download as Excel Spreadsheet

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

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