ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 06-Feb-2014

Day Change Summary
	Previous	Current
	05-Feb-2014	06-Feb-2014	Change	Change %	Previous Week
Open	120-265	120-240	-0-025	-0.1%	120-090
High	121-030	120-252	-0-098	-0.3%	120-237
Low	120-227	120-185	-0-042	-0.1%	119-305
Close	120-242	120-207	-0-035	-0.1%	120-200
Range	0-123	0-067	-0-056	-45.5%	0-252
ATR	0-112	0-109	-0-003	-2.9%	0-000
Volume	733,298	542,997	-190,301	-26.0%	3,932,121

Daily Pivots for day following 06-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-096	121-058	120-244
R3	121-029	120-311	120-225
R2	120-282	120-282	120-219
R1	120-244	120-244	120-213	120-230
PP	120-215	120-215	120-215	120-207
S1	120-177	120-177	120-201	120-162
S2	120-148	120-148	120-195
S3	120-081	120-110	120-189
S4	120-014	120-043	120-170

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	120-135	0-215	0.6%	0-096	0.2%	33%	False	False	693,439
10	121-030	119-305	1-045	0.9%	0-116	0.3%	61%	False	False	753,373
20	121-030	119-027	2-003	1.7%	0-116	0.3%	78%	False	False	671,891
40	121-030	119-027	2-003	1.7%	0-103	0.3%	78%	False	False	547,172
60	121-030	119-027	2-003	1.7%	0-095	0.2%	78%	False	False	484,188
80	121-030	119-027	2-003	1.7%	0-084	0.2%	78%	False	False	363,636

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-217
2.618	121-107
1.618	121-040
1.000	120-319
0.618	120-293
HIGH	120-252
0.618	120-226
0.500	120-218
0.382	120-211
LOW	120-185
0.618	120-144
1.000	120-118
1.618	120-077
2.618	120-010
4.250	119-220

Fisher Pivots for day following 06-Feb-2014
Pivot	1 day	3 day
R1	120-218	120-268
PP	120-215	120-247
S1	120-211	120-227

Download as Excel Spreadsheet

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

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