ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	121-050	121-045	-0-005	0.0%	120-202
High	121-100	121-045	-0-055	-0.1%	121-032
Low	120-295	120-240	-0-055	-0.1%	120-150
Close	121-032	120-260	-0-092	-0.2%	120-290
Range	0-125	0-125	0-000	0.0%	0-202
ATR	0-103	0-104	0-002	1.5%	0-000
Volume	116,013	91,806	-24,207	-20.9%	4,965,702

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-023	121-267	121-009
R3	121-218	121-142	120-294
R2	121-093	121-093	120-283
R1	121-017	121-017	120-271	120-312
PP	120-288	120-288	120-288	120-276
S1	120-212	120-212	120-249	120-188
S2	120-163	120-163	120-237
S3	120-038	120-087	120-226
S4	119-233	119-282	120-191

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	120-215	0-205	0.5%	0-105	0.3%	22%	False	False	660,779
10	121-100	120-137	0-283	0.7%	0-100	0.3%	43%	False	False	717,369
20	121-100	120-110	0-310	0.8%	0-099	0.3%	48%	False	False	637,537
40	121-100	119-027	2-073	1.8%	0-109	0.3%	78%	False	False	645,923
60	121-100	119-027	2-073	1.8%	0-103	0.3%	78%	False	False	576,255
80	121-100	119-027	2-073	1.8%	0-098	0.3%	78%	False	False	499,040
100	121-100	119-027	2-073	1.8%	0-085	0.2%	78%	False	False	399,474

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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

Fibonacci Retracements and Extensions
4.250	122-256
2.618	122-052
1.618	121-247
1.000	121-170
0.618	121-122
HIGH	121-045
0.618	120-317
0.500	120-302
0.382	120-288
LOW	120-240
0.618	120-163
1.000	120-115
1.618	120-038
2.618	119-233
4.250	119-029

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	120-302	120-318
PP	120-288	120-299
S1	120-274	120-280

Download as Excel Spreadsheet

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

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