ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 18-Feb-2014

Day Change Summary
	Previous	Current
	14-Feb-2014	18-Feb-2014	Change	Change %	Previous Week
Open	120-232	120-207	-0-025	-0.1%	120-275
High	120-270	120-295	0-025	0.1%	120-317
Low	120-190	120-180	-0-010	0.0%	120-110
Close	120-207	120-277	0-070	0.2%	120-207
Range	0-080	0-115	0-035	43.8%	0-207
ATR	0-106	0-107	0-001	0.6%	0-000
Volume	435,342	409,994	-25,348	-5.8%	2,401,227

Daily Pivots for day following 18-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-276	121-231	121-020
R3	121-161	121-116	120-309
R2	121-046	121-046	120-298
R1	121-001	121-001	120-288	121-024
PP	120-251	120-251	120-251	120-262
S1	120-206	120-206	120-266	120-228
S2	120-136	120-136	120-256
S3	120-021	120-091	120-245
S4	119-226	119-296	120-214

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	120-295	120-110	0-185	0.5%	0-098	0.3%	90%	True	False	486,727
10	121-030	120-110	0-240	0.6%	0-098	0.3%	70%	False	False	557,705
20	121-030	119-145	1-205	1.4%	0-116	0.3%	86%	False	False	656,695
40	121-030	119-027	2-003	1.7%	0-106	0.3%	89%	False	False	556,375
60	121-030	119-027	2-003	1.7%	0-101	0.3%	89%	False	False	544,053
80	121-030	119-027	2-003	1.7%	0-090	0.2%	89%	False	False	409,640

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-144
2.618	121-276
1.618	121-161
1.000	121-090
0.618	121-046
HIGH	120-295
0.618	120-251
0.500	120-238
0.382	120-224
LOW	120-180
0.618	120-109
1.000	120-065
1.618	119-314
2.618	119-199
4.250	119-011

Fisher Pivots for day following 18-Feb-2014
Pivot	1 day	3 day
R1	120-264	120-257
PP	120-251	120-236
S1	120-238	120-216

Download as Excel Spreadsheet

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

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