ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	120-235	120-302	0-067	0.2%	120-207
High	120-305	121-032	0-047	0.1%	121-010
Low	120-215	120-287	0-072	0.2%	120-137
Close	120-292	121-010	0-038	0.1%	120-200
Range	0-090	0-065	-0-025	-27.8%	0-193
ATR	0-102	0-099	-0-003	-2.6%	0-000
Volume	1,452,355	1,358,985	-93,370	-6.4%	2,410,170

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-198	121-169	121-046
R3	121-133	121-104	121-028
R2	121-068	121-068	121-022
R1	121-039	121-039	121-016	121-054
PP	121-003	121-003	121-003	121-010
S1	120-294	120-294	121-004	120-308
S2	120-258	120-258	120-318
S3	120-193	120-229	120-312
S4	120-128	120-164	120-294

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	121-032	120-137	0-215	0.6%	0-075	0.2%	90%	True	False	1,049,099
10	121-032	120-137	0-215	0.6%	0-094	0.2%	90%	True	False	805,919
20	121-032	120-095	0-257	0.7%	0-096	0.2%	91%	True	False	731,099
40	121-032	119-027	2-005	1.7%	0-105	0.3%	97%	True	False	658,023
60	121-032	119-027	2-005	1.7%	0-102	0.3%	97%	True	False	599,808
80	121-032	119-027	2-005	1.7%	0-095	0.2%	97%	True	False	493,061
100	121-032	119-027	2-005	1.7%	0-082	0.2%	97%	True	False	394,548

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0-028
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	121-308
2.618	121-202
1.618	121-137
1.000	121-097
0.618	121-072
HIGH	121-032
0.618	121-007
0.500	121-000
0.382	120-312
LOW	120-287
0.618	120-247
1.000	120-222
1.618	120-182
2.618	120-117
4.250	120-011

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	121-006	120-309
PP	121-003	120-287
S1	121-000	120-266

Download as Excel Spreadsheet

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

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