ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 05-Feb-2014

Day Change Summary
	Previous	Current
	04-Feb-2014	05-Feb-2014	Change	Change %	Previous Week
Open	120-300	120-265	-0-035	-0.1%	120-090
High	120-315	121-030	0-035	0.1%	120-237
Low	120-260	120-227	-0-033	-0.1%	119-305
Close	120-280	120-242	-0-038	-0.1%	120-200
Range	0-055	0-123	0-068	123.6%	0-252
ATR	0-111	0-112	0-001	0.8%	0-000
Volume	618,009	733,298	115,289	18.7%	3,932,121

Daily Pivots for day following 05-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-002	121-245	120-310
R3	121-199	121-122	120-276
R2	121-076	121-076	120-265
R1	120-319	120-319	120-253	120-296
PP	120-273	120-273	120-273	120-262
S1	120-196	120-196	120-231	120-173
S2	120-150	120-150	120-219
S3	120-027	120-073	120-208
S4	119-224	119-270	120-174

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	121-030	120-095	0-255	0.7%	0-097	0.3%	58%	True	False	743,020
10	121-030	119-145	1-205	1.4%	0-132	0.3%	79%	True	False	790,588
20	121-030	119-027	2-003	1.7%	0-120	0.3%	83%	True	False	678,769
40	121-030	119-027	2-003	1.7%	0-103	0.3%	83%	True	False	543,339
60	121-030	119-027	2-003	1.7%	0-098	0.3%	83%	True	False	475,203
80	121-030	119-027	2-003	1.7%	0-084	0.2%	83%	True	False	356,849

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-233
2.618	122-032
1.618	121-229
1.000	121-153
0.618	121-106
HIGH	121-030
0.618	120-303
0.500	120-288
0.382	120-274
LOW	120-227
0.618	120-151
1.000	120-104
1.618	120-028
2.618	119-225
4.250	119-024

Fisher Pivots for day following 05-Feb-2014
Pivot	1 day	3 day
R1	120-288	120-268
PP	120-273	120-259
S1	120-258	120-250

Download as Excel Spreadsheet

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

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