ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 11-Feb-2014

Day Change Summary
	Previous	Current
	10-Feb-2014	11-Feb-2014	Change	Change %	Previous Week
Open	120-275	120-270	-0-005	0.0%	120-207
High	120-317	120-275	-0-042	-0.1%	121-030
Low	120-262	120-172	-0-090	-0.2%	120-145
Close	120-267	120-192	-0-075	-0.2%	120-292
Range	0-055	0-103	0-048	87.3%	0-205
ATR	0-110	0-110	-0-001	-0.5%	0-000
Volume	377,583	560,496	182,913	48.4%	3,527,948

Daily Pivots for day following 11-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-202	121-140	120-249
R3	121-099	121-037	120-220
R2	120-316	120-316	120-211
R1	120-254	120-254	120-201	120-234
PP	120-213	120-213	120-213	120-203
S1	120-151	120-151	120-183	120-130
S2	120-110	120-110	120-173
S3	120-007	120-048	120-164
S4	119-224	119-265	120-135

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%	0-108	0.3%	23%	False	False	617,180
10	121-030	120-007	1-023	0.9%	0-110	0.3%	54%	False	False	701,936
20	121-030	119-145	1-205	1.4%	0-114	0.3%	70%	False	False	659,922
40	121-030	119-027	2-003	1.7%	0-106	0.3%	75%	False	False	557,623
60	121-030	119-027	2-003	1.7%	0-098	0.3%	75%	False	False	513,806
80	121-030	119-027	2-003	1.7%	0-089	0.2%	75%	False	False	386,235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-073
2.618	121-225
1.618	121-122
1.000	121-058
0.618	121-019
HIGH	120-275
0.618	120-236
0.500	120-224
0.382	120-211
LOW	120-172
0.618	120-108
1.000	120-069
1.618	120-005
2.618	119-222
4.250	119-054

Fisher Pivots for day following 11-Feb-2014
Pivot	1 day	3 day
R1	120-224	120-241
PP	120-213	120-225
S1	120-202	120-208

Download as Excel Spreadsheet

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

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