ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	120-187	120-235	0-048	0.1%	120-207
High	120-255	120-305	0-050	0.1%	121-010
Low	120-180	120-215	0-035	0.1%	120-137
Close	120-242	120-292	0-050	0.1%	120-200
Range	0-075	0-090	0-015	20.0%	0-193
ATR	0-103	0-102	-0-001	-0.9%	0-000
Volume	1,090,734	1,452,355	361,621	33.2%	2,410,170

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-221	121-186	121-022
R3	121-131	121-096	120-317
R2	121-041	121-041	120-308
R1	121-006	121-006	120-300	121-024
PP	120-271	120-271	120-271	120-279
S1	120-236	120-236	120-284	120-254
S2	120-181	120-181	120-276
S3	120-091	120-146	120-267
S4	120-001	120-056	120-242

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	120-305	120-137	0-168	0.4%	0-091	0.2%	92%	True	False	948,047
10	121-010	120-110	0-220	0.6%	0-096	0.2%	83%	False	False	719,529
20	121-030	120-007	1-023	0.9%	0-103	0.3%	83%	False	False	710,732
40	121-030	119-027	2-003	1.7%	0-105	0.3%	91%	False	False	630,733
60	121-030	119-027	2-003	1.7%	0-101	0.3%	91%	False	False	582,415
80	121-030	119-027	2-003	1.7%	0-095	0.2%	91%	False	False	476,097

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-048
2.618	121-221
1.618	121-131
1.000	121-075
0.618	121-041
HIGH	120-305
0.618	120-271
0.500	120-260
0.382	120-249
LOW	120-215
0.618	120-159
1.000	120-125
1.618	120-069
2.618	119-299
4.250	119-152

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	120-281	120-270
PP	120-271	120-249
S1	120-260	120-228

Download as Excel Spreadsheet

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

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