ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 28-Feb-2014

Day Change Summary
	Previous	Current
	27-Feb-2014	28-Feb-2014	Change	Change %	Previous Week
Open	120-302	121-005	0-023	0.1%	120-202
High	121-032	121-015	-0-017	0.0%	121-032
Low	120-287	120-217	-0-070	-0.2%	120-150
Close	121-010	120-290	-0-040	-0.1%	120-290
Range	0-065	0-118	0-053	81.5%	0-202
ATR	0-099	0-101	0-001	1.3%	0-000
Volume	1,358,985	284,739	-1,074,246	-79.0%	4,965,702

Daily Pivots for day following 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-315	121-260	121-035
R3	121-197	121-142	121-002
R2	121-079	121-079	120-312
R1	121-024	121-024	120-301	120-312
PP	120-281	120-281	120-281	120-265
S1	120-226	120-226	120-279	120-194
S2	120-163	120-163	120-268
S3	120-045	120-108	120-258
S4	119-247	119-310	120-225

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-230	122-142	121-081
R3	122-028	121-260	121-026
R2	121-146	121-146	121-007
R1	121-058	121-058	120-309	121-102
PP	120-264	120-264	120-264	120-286
S1	120-176	120-176	120-271	120-220
S2	120-062	120-062	120-253
S3	119-180	119-294	120-234
S4	118-298	119-092	120-179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-032	120-150	0-202	0.5%	0-085	0.2%	69%	False	False	993,140
10	121-032	120-137	0-215	0.6%	0-095	0.2%	71%	False	False	781,121
20	121-032	120-110	0-242	0.6%	0-099	0.3%	74%	False	False	705,791
40	121-032	119-027	2-005	1.7%	0-106	0.3%	90%	False	False	658,974
60	121-032	119-027	2-005	1.7%	0-102	0.3%	90%	False	False	593,500
80	121-032	119-027	2-005	1.7%	0-095	0.2%	90%	False	False	496,606
100	121-032	119-027	2-005	1.7%	0-083	0.2%	90%	False	False	397,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	122-196
2.618	122-004
1.618	121-206
1.000	121-133
0.618	121-088
HIGH	121-015
0.618	120-290
0.500	120-276
0.382	120-262
LOW	120-217
0.618	120-144
1.000	120-099
1.618	120-026
2.618	119-228
4.250	119-036

Fisher Pivots for day following 28-Feb-2014
Pivot	1 day	3 day
R1	120-285	120-288
PP	120-281	120-286
S1	120-276	120-284

Download as Excel Spreadsheet

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

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