ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	121-005	121-050	0-045	0.1%	120-202
High	121-015	121-100	0-085	0.2%	121-032
Low	120-217	120-295	0-078	0.2%	120-150
Close	120-290	121-032	0-062	0.2%	120-290
Range	0-118	0-125	0-007	5.9%	0-202
ATR	0-101	0-103	0-002	2.1%	0-000
Volume	284,739	116,013	-168,726	-59.3%	4,965,702

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-091	122-026	121-101
R3	121-286	121-221	121-066
R2	121-161	121-161	121-055
R1	121-096	121-096	121-043	121-066
PP	121-036	121-036	121-036	121-020
S1	120-291	120-291	121-021	120-261
S2	120-231	120-231	121-009
S3	120-106	120-166	120-318
S4	119-301	120-041	120-283

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	121-100	120-180	0-240	0.6%	0-095	0.2%	72%	True	False	860,565
10	121-100	120-137	0-283	0.7%	0-100	0.3%	76%	True	False	749,188
20	121-100	120-110	0-310	0.8%	0-100	0.3%	78%	True	False	671,053
40	121-100	119-027	2-073	1.8%	0-108	0.3%	90%	True	False	653,263
60	121-100	119-027	2-073	1.8%	0-103	0.3%	90%	True	False	586,842
80	121-100	119-027	2-073	1.8%	0-097	0.2%	90%	True	False	497,961
100	121-100	119-027	2-073	1.8%	0-084	0.2%	90%	True	False	398,556

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-311
2.618	122-107
1.618	121-302
1.000	121-225
0.618	121-177
HIGH	121-100
0.618	121-052
0.500	121-038
0.382	121-023
LOW	120-295
0.618	120-218
1.000	120-170
1.618	120-093
2.618	119-288
4.250	119-084

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	121-038	121-021
PP	121-036	121-010
S1	121-034	120-318

Download as Excel Spreadsheet

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

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