ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 13-Feb-2014

Day Change Summary
	Previous	Current
	12-Feb-2014	13-Feb-2014	Change	Change %	Previous Week
Open	120-177	120-140	-0-037	-0.1%	120-207
High	120-195	120-242	0-047	0.1%	121-030
Low	120-110	120-137	0-027	0.1%	120-145
Close	120-132	120-235	0-103	0.3%	120-292
Range	0-085	0-105	0-020	23.5%	0-205
ATR	0-108	0-108	0-000	0.1%	0-000
Volume	495,091	532,715	37,624	7.6%	3,527,948

Daily Pivots for day following 13-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-200	121-162	120-293
R3	121-095	121-057	120-264
R2	120-310	120-310	120-254
R1	120-272	120-272	120-245	120-291
PP	120-205	120-205	120-205	120-214
S1	120-167	120-167	120-225	120-186
S2	120-100	120-100	120-216
S3	119-315	120-062	120-206
S4	119-210	119-277	120-177

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%	0-108	0.3%	55%	False	False	567,482
10	121-030	120-110	0-240	0.6%	0-102	0.3%	52%	False	False	630,460
20	121-030	119-145	1-205	1.4%	0-114	0.3%	78%	False	False	661,057
40	121-030	119-027	2-003	1.7%	0-108	0.3%	82%	False	False	565,069
60	121-030	119-027	2-003	1.7%	0-100	0.3%	82%	False	False	530,530
80	121-030	119-027	2-003	1.7%	0-089	0.2%	82%	False	False	399,080

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-048
2.618	121-197
1.618	121-092
1.000	121-027
0.618	120-307
HIGH	120-242
0.618	120-202
0.500	120-190
0.382	120-177
LOW	120-137
0.618	120-072
1.000	120-032
1.618	119-287
2.618	119-182
4.250	119-011

Fisher Pivots for day following 13-Feb-2014
Pivot	1 day	3 day
R1	120-220	120-221
PP	120-205	120-207
S1	120-190	120-192

Download as Excel Spreadsheet

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

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