ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	120-120	120-122	0-002	0.0%	121-050
High	120-137	120-157	0-020	0.1%	121-100
Low	120-080	120-102	0-022	0.1%	120-060
Close	120-125	120-150	0-025	0.1%	120-100
Range	0-057	0-055	-0-002	-3.5%	1-040
ATR	0-100	0-097	-0-003	-3.2%	0-000
Volume	9,900	10,474	574	5.8%	306,265

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-301	120-281	120-180
R3	120-246	120-226	120-165
R2	120-191	120-191	120-160
R1	120-171	120-171	120-155	120-181
PP	120-136	120-136	120-136	120-142
S1	120-116	120-116	120-145	120-126
S2	120-081	120-081	120-140
S3	120-026	120-061	120-135
S4	119-291	120-006	120-120

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	120-270	120-060	0-210	0.5%	0-082	0.2%	43%	False	False	23,764
10	121-100	120-060	1-040	0.9%	0-093	0.2%	25%	False	False	342,271
20	121-100	120-060	1-040	0.9%	0-095	0.2%	25%	False	False	486,307
40	121-100	119-145	1-275	1.5%	0-104	0.3%	55%	False	False	570,495
60	121-100	119-027	2-073	1.8%	0-102	0.3%	62%	False	False	534,464
80	121-100	119-027	2-073	1.8%	0-097	0.3%	62%	False	False	500,077
100	121-100	119-027	2-073	1.8%	0-089	0.2%	62%	False	False	400,646

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	121-071
2.618	120-301
1.618	120-246
1.000	120-212
0.618	120-191
HIGH	120-157
0.618	120-136
0.500	120-130
0.382	120-123
LOW	120-102
0.618	120-068
1.000	120-047
1.618	120-013
2.618	119-278
4.250	119-188

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	120-143	120-148
PP	120-136	120-145
S1	120-130	120-142

Download as Excel Spreadsheet

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

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