ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	120-270	120-177	-0-093	-0.2%	120-207
High	120-275	120-195	-0-080	-0.2%	121-030
Low	120-172	120-110	-0-062	-0.2%	120-145
Close	120-192	120-132	-0-060	-0.2%	120-292
Range	0-103	0-085	-0-018	-17.5%	0-205
ATR	0-110	0-108	-0-002	-1.6%	0-000
Volume	560,496	495,091	-65,405	-11.7%	3,527,948

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-081	121-031	120-179
R3	120-316	120-266	120-155
R2	120-231	120-231	120-148
R1	120-181	120-181	120-140	120-164
PP	120-146	120-146	120-146	120-137
S1	120-096	120-096	120-124	120-078
S2	120-061	120-061	120-116
S3	119-296	120-011	120-109
S4	119-211	119-246	120-085

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	121-017	120-110	0-227	0.6%	0-100	0.3%	10%	False	True	569,539
10	121-030	120-095	0-255	0.7%	0-099	0.3%	15%	False	False	656,279
20	121-030	119-145	1-205	1.4%	0-114	0.3%	58%	False	False	661,662
40	121-030	119-027	2-003	1.7%	0-107	0.3%	66%	False	False	559,847
60	121-030	119-027	2-003	1.7%	0-098	0.3%	66%	False	False	521,858
80	121-030	119-027	2-003	1.7%	0-088	0.2%	66%	False	False	392,423

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-236
2.618	121-098
1.618	121-013
1.000	120-280
0.618	120-248
HIGH	120-195
0.618	120-163
0.500	120-152
0.382	120-142
LOW	120-110
0.618	120-057
1.000	120-025
1.618	119-292
2.618	119-207
4.250	119-069

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	120-152	120-214
PP	120-146	120-186
S1	120-139	120-159

Download as Excel Spreadsheet

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

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