ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 25-Feb-2014

Day Change Summary
	Previous	Current
	24-Feb-2014	25-Feb-2014	Change	Change %	Previous Week
Open	120-202	120-187	-0-015	0.0%	120-207
High	120-227	120-255	0-028	0.1%	121-010
Low	120-150	120-180	0-030	0.1%	120-137
Close	120-180	120-242	0-062	0.2%	120-200
Range	0-077	0-075	-0-002	-2.6%	0-193
ATR	0-105	0-103	-0-002	-2.0%	0-000
Volume	778,889	1,090,734	311,845	40.0%	2,410,170

Daily Pivots for day following 25-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-131	121-101	120-283
R3	121-056	121-026	120-263
R2	120-301	120-301	120-256
R1	120-271	120-271	120-249	120-286
PP	120-226	120-226	120-226	120-233
S1	120-196	120-196	120-235	120-211
S2	120-151	120-151	120-228
S3	120-076	120-121	120-221
S4	120-001	120-046	120-201

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%	0-096	0.2%	54%	False	False	773,959
10	121-010	120-110	0-220	0.6%	0-097	0.3%	60%	False	False	630,343
20	121-030	119-305	1-045	0.9%	0-104	0.3%	70%	False	False	669,331
40	121-030	119-027	2-003	1.7%	0-105	0.3%	83%	False	False	602,061
60	121-030	119-027	2-003	1.7%	0-102	0.3%	83%	False	False	571,027
80	121-030	119-027	2-003	1.7%	0-094	0.2%	83%	False	False	457,974

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-254
2.618	121-131
1.618	121-056
1.000	121-010
0.618	120-301
HIGH	120-255
0.618	120-226
0.500	120-218
0.382	120-209
LOW	120-180
0.618	120-134
1.000	120-105
1.618	120-059
2.618	119-304
4.250	119-181

Fisher Pivots for day following 25-Feb-2014
Pivot	1 day	3 day
R1	120-234	120-227
PP	120-226	120-211
S1	120-218	120-196

Download as Excel Spreadsheet

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

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