ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	120-182	120-202	0-020	0.1%	120-207
High	120-207	120-227	0-020	0.1%	121-010
Low	120-137	120-150	0-013	0.0%	120-137
Close	120-200	120-180	-0-020	-0.1%	120-200
Range	0-070	0-077	0-007	10.0%	0-193
ATR	0-107	0-105	-0-002	-2.0%	0-000
Volume	564,536	778,889	214,353	38.0%	2,410,170

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-097	121-055	120-222
R3	121-020	120-298	120-201
R2	120-263	120-263	120-194
R1	120-221	120-221	120-187	120-204
PP	120-186	120-186	120-186	120-177
S1	120-144	120-144	120-173	120-126
S2	120-109	120-109	120-166
S3	120-032	120-067	120-159
S4	119-275	119-310	120-138

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-161	122-054	120-306
R3	121-288	121-181	120-253
R2	121-095	121-095	120-235
R1	120-308	120-308	120-218	120-265
PP	120-222	120-222	120-222	120-201
S1	120-115	120-115	120-182	120-072
S2	120-029	120-029	120-165
S3	119-156	119-242	120-147
S4	118-283	119-049	120-094

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%	0-104	0.3%	22%	False	False	637,811
10	121-010	120-110	0-220	0.6%	0-095	0.2%	32%	False	False	559,028
20	121-030	119-305	1-045	0.9%	0-105	0.3%	53%	False	False	652,517
40	121-030	119-027	2-003	1.7%	0-104	0.3%	74%	False	False	576,851
60	121-030	119-027	2-003	1.7%	0-102	0.3%	74%	False	False	569,489
80	121-030	119-027	2-003	1.7%	0-094	0.2%	74%	False	False	444,354

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-234
2.618	121-109
1.618	121-032
1.000	120-304
0.618	120-275
HIGH	120-227
0.618	120-198
0.500	120-188
0.382	120-179
LOW	120-150
0.618	120-102
1.000	120-073
1.618	120-025
2.618	119-268
4.250	119-143

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	120-188	120-214
PP	120-186	120-202
S1	120-183	120-191

Download as Excel Spreadsheet

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

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