ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	120-122	120-150	0-028	0.1%	121-050
High	120-157	120-222	0-065	0.2%	121-100
Low	120-102	120-142	0-040	0.1%	120-060
Close	120-150	120-192	0-042	0.1%	120-100
Range	0-055	0-080	0-025	45.5%	1-040
ATR	0-097	0-096	-0-001	-1.3%	0-000
Volume	10,474	13,961	3,487	33.3%	306,265

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-105	121-069	120-236
R3	121-025	120-309	120-214
R2	120-265	120-265	120-207
R1	120-229	120-229	120-199	120-247
PP	120-185	120-185	120-185	120-194
S1	120-149	120-149	120-185	120-167
S2	120-105	120-105	120-177
S3	120-025	120-069	120-170
S4	119-265	119-309	120-148

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	120-252	120-060	0-192	0.5%	0-084	0.2%	69%	False	False	18,325
10	121-100	120-060	1-040	0.9%	0-092	0.2%	37%	False	False	198,432
20	121-100	120-060	1-040	0.9%	0-094	0.2%	37%	False	False	458,981
40	121-100	119-145	1-275	1.5%	0-104	0.3%	62%	False	False	559,451
60	121-100	119-027	2-073	1.8%	0-102	0.3%	68%	False	False	524,742
80	121-100	119-027	2-073	1.8%	0-097	0.3%	68%	False	False	500,100
100	121-100	119-027	2-073	1.8%	0-090	0.2%	68%	False	False	400,784

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-242
2.618	121-111
1.618	121-031
1.000	120-302
0.618	120-271
HIGH	120-222
0.618	120-191
0.500	120-182
0.382	120-173
LOW	120-142
0.618	120-093
1.000	120-062
1.618	120-013
2.618	119-253
4.250	119-122

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	120-189	120-178
PP	120-185	120-165
S1	120-182	120-151

Download as Excel Spreadsheet

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

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