ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	120-275	120-220	-0-055	-0.1%	120-275
High	121-010	120-290	-0-040	-0.1%	120-317
Low	120-215	120-145	-0-070	-0.2%	120-110
Close	120-225	120-180	-0-045	-0.1%	120-207
Range	0-115	0-145	0-030	26.1%	0-207
ATR	0-107	0-110	0-003	2.5%	0-000
Volume	581,916	853,724	271,808	46.7%	2,401,227

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-000	121-235	120-260
R3	121-175	121-090	120-220
R2	121-030	121-030	120-207
R1	120-265	120-265	120-193	120-235
PP	120-205	120-205	120-205	120-190
S1	120-120	120-120	120-167	120-090
S2	120-060	120-060	120-153
S3	119-235	119-295	120-140
S4	119-090	119-150	120-100

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	121-010	120-137	0-193	0.5%	0-112	0.3%	22%	False	False	562,738
10	121-017	120-110	0-227	0.6%	0-106	0.3%	31%	False	False	566,138
20	121-030	119-145	1-205	1.4%	0-119	0.3%	68%	False	False	678,363
40	121-030	119-027	2-003	1.7%	0-105	0.3%	74%	False	False	553,346
60	121-030	119-027	2-003	1.7%	0-101	0.3%	74%	False	False	564,511
80	121-030	119-027	2-003	1.7%	0-093	0.2%	74%	False	False	427,568

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-266
2.618	122-030
1.618	121-205
1.000	121-115
0.618	121-060
HIGH	120-290
0.618	120-235
0.500	120-218
0.382	120-200
LOW	120-145
0.618	120-055
1.000	120-000
1.618	119-230
2.618	119-085
4.250	118-169

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	120-218	120-238
PP	120-205	120-218
S1	120-192	120-199

Download as Excel Spreadsheet

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

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