ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 10-Feb-2014

Day Change Summary
	Previous	Current
	07-Feb-2014	10-Feb-2014	Change	Change %	Previous Week
Open	120-202	120-275	0-073	0.2%	120-207
High	121-017	120-317	-0-020	-0.1%	121-030
Low	120-145	120-262	0-117	0.3%	120-145
Close	120-292	120-267	-0-025	-0.1%	120-292
Range	0-192	0-055	-0-137	-71.4%	0-205
ATR	0-115	0-110	-0-004	-3.7%	0-000
Volume	871,529	377,583	-493,946	-56.7%	3,527,948

Daily Pivots for day following 10-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-127	121-092	120-297
R3	121-072	121-037	120-282
R2	121-017	121-017	120-277
R1	120-302	120-302	120-272	120-292
PP	120-282	120-282	120-282	120-277
S1	120-247	120-247	120-262	120-237
S2	120-227	120-227	120-257
S3	120-172	120-192	120-252
S4	120-117	120-137	120-237

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-237	122-150	121-085
R3	122-032	121-265	121-028
R2	121-147	121-147	121-010
R1	121-060	121-060	120-311	121-104
PP	120-262	120-262	120-262	120-284
S1	120-175	120-175	120-273	120-218
S2	120-057	120-057	120-254
S3	119-172	119-290	120-236
S4	118-287	119-085	120-179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-030	120-145	0-205	0.5%	0-098	0.3%	60%	False	False	628,683
10	121-030	119-305	1-045	0.9%	0-111	0.3%	77%	False	False	708,318
20	121-030	119-145	1-205	1.4%	0-113	0.3%	84%	False	False	654,683
40	121-030	119-027	2-003	1.7%	0-106	0.3%	87%	False	False	558,543
60	121-030	119-027	2-003	1.7%	0-098	0.3%	87%	False	False	504,667
80	121-030	119-027	2-003	1.7%	0-087	0.2%	87%	False	False	379,230

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-231
2.618	121-141
1.618	121-086
1.000	121-052
0.618	121-031
HIGH	120-317
0.618	120-296
0.500	120-290
0.382	120-283
LOW	120-262
0.618	120-228
1.000	120-207
1.618	120-173
2.618	120-118
4.250	120-028

Fisher Pivots for day following 10-Feb-2014
Pivot	1 day	3 day
R1	120-290	120-258
PP	120-282	120-250
S1	120-274	120-241

Download as Excel Spreadsheet

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

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