ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 07-Mar-2014

Day Change Summary
	Previous	Current
	06-Mar-2014	07-Mar-2014	Change	Change %	Previous Week
Open	120-252	120-212	-0-040	-0.1%	121-050
High	120-252	120-225	-0-027	-0.1%	121-100
Low	120-187	120-060	-0-127	-0.3%	120-060
Close	120-207	120-100	-0-107	-0.3%	120-100
Range	0-065	0-165	0-100	153.8%	1-040
ATR	0-099	0-104	0-005	4.7%	0-000
Volume	32,345	24,947	-7,398	-22.9%	306,265

Daily Pivots for day following 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-303	121-207	120-191
R3	121-138	121-042	120-145
R2	120-293	120-293	120-130
R1	120-197	120-197	120-115	120-162
PP	120-128	120-128	120-128	120-111
S1	120-032	120-032	120-085	119-318
S2	119-283	119-283	120-070
S3	119-118	119-187	120-055
S4	118-273	119-022	120-009

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-313	123-087	120-298
R3	122-273	122-047	120-199
R2	121-233	121-233	120-166
R1	121-007	121-007	120-133	120-260
PP	120-193	120-193	120-193	120-160
S1	119-287	119-287	120-067	119-220
S2	119-153	119-153	120-034
S3	118-113	118-247	120-001
S4	117-073	117-207	119-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-100	120-060	1-040	0.9%	0-110	0.3%	11%	False	True	61,253
10	121-100	120-060	1-040	0.9%	0-097	0.3%	11%	False	True	527,196
20	121-100	120-060	1-040	0.9%	0-102	0.3%	11%	False	True	547,744
40	121-100	119-027	2-073	1.9%	0-109	0.3%	55%	False	False	609,818
60	121-100	119-027	2-073	1.9%	0-103	0.3%	55%	False	False	547,362
80	121-100	119-027	2-073	1.9%	0-097	0.3%	55%	False	False	500,077
100	121-100	119-027	2-073	1.9%	0-088	0.2%	55%	False	False	400,458

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	0-015
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	122-286
2.618	122-017
1.618	121-172
1.000	121-070
0.618	121-007
HIGH	120-225
0.618	120-162
0.500	120-142
0.382	120-123
LOW	120-060
0.618	119-278
1.000	119-215
1.618	119-113
2.618	118-268
4.250	117-319

Fisher Pivots for day following 07-Mar-2014
Pivot	1 day	3 day
R1	120-142	120-165
PP	120-128	120-143
S1	120-114	120-122

Download as Excel Spreadsheet

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

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