ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 14-Feb-2014

Day Change Summary
	Previous	Current
	13-Feb-2014	14-Feb-2014	Change	Change %	Previous Week
Open	120-140	120-232	0-092	0.2%	120-275
High	120-242	120-270	0-028	0.1%	120-317
Low	120-137	120-190	0-053	0.1%	120-110
Close	120-235	120-207	-0-028	-0.1%	120-207
Range	0-105	0-080	-0-025	-23.8%	0-207
ATR	0-108	0-106	-0-002	-1.9%	0-000
Volume	532,715	435,342	-97,373	-18.3%	2,401,227

Daily Pivots for day following 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-142	121-095	120-251
R3	121-062	121-015	120-229
R2	120-302	120-302	120-222
R1	120-255	120-255	120-214	120-238
PP	120-222	120-222	120-222	120-214
S1	120-175	120-175	120-200	120-158
S2	120-142	120-142	120-192
S3	120-062	120-095	120-185
S4	119-302	120-015	120-163

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-192	122-087	121-001
R3	121-305	121-200	120-264
R2	121-098	121-098	120-245
R1	120-313	120-313	120-226	120-262
PP	120-211	120-211	120-211	120-186
S1	120-106	120-106	120-188	120-055
S2	120-004	120-004	120-169
S3	119-117	119-219	120-150
S4	118-230	119-012	120-093

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-317	120-110	0-207	0.5%	0-086	0.2%	47%	False	False	480,245
10	121-030	120-110	0-240	0.6%	0-100	0.3%	40%	False	False	592,917
20	121-030	119-145	1-205	1.4%	0-114	0.3%	73%	False	False	658,613
40	121-030	119-027	2-003	1.7%	0-108	0.3%	78%	False	False	565,944
60	121-030	119-027	2-003	1.7%	0-100	0.3%	78%	False	False	537,649
80	121-030	119-027	2-003	1.7%	0-090	0.2%	78%	False	False	404,521

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	121-290
2.618	121-159
1.618	121-079
1.000	121-030
0.618	120-319
HIGH	120-270
0.618	120-239
0.500	120-230
0.382	120-221
LOW	120-190
0.618	120-141
1.000	120-110
1.618	120-061
2.618	119-301
4.250	119-170

Fisher Pivots for day following 14-Feb-2014
Pivot	1 day	3 day
R1	120-230	120-201
PP	120-222	120-196
S1	120-215	120-190

Download as Excel Spreadsheet

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

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