ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	120-150	120-190	0-040	0.1%	121-050
High	120-222	120-305	0-083	0.2%	121-100
Low	120-142	120-130	-0-012	0.0%	120-060
Close	120-192	120-285	0-093	0.2%	120-100
Range	0-080	0-175	0-095	118.8%	1-040
ATR	0-096	0-102	0-006	5.9%	0-000
Volume	13,961	9,142	-4,819	-34.5%	306,265

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-125	122-060	121-061
R3	121-270	121-205	121-013
R2	121-095	121-095	120-317
R1	121-030	121-030	120-301	121-062
PP	120-240	120-240	120-240	120-256
S1	120-175	120-175	120-269	120-208
S2	120-065	120-065	120-253
S3	119-210	120-000	120-237
S4	119-035	119-145	120-189

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	120-305	120-060	0-245	0.6%	0-106	0.3%	92%	True	False	13,684
10	121-100	120-060	1-040	0.9%	0-103	0.3%	63%	False	False	63,448
20	121-100	120-060	1-040	0.9%	0-098	0.3%	63%	False	False	434,683
40	121-100	119-145	1-275	1.5%	0-106	0.3%	77%	False	False	548,172
60	121-100	119-027	2-073	1.8%	0-104	0.3%	81%	False	False	518,126
80	121-100	119-027	2-073	1.8%	0-098	0.3%	81%	False	False	500,065
100	121-100	119-027	2-073	1.8%	0-090	0.2%	81%	False	False	400,875

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	123-089
2.618	122-123
1.618	121-268
1.000	121-160
0.618	121-093
HIGH	120-305
0.618	120-238
0.500	120-218
0.382	120-197
LOW	120-130
0.618	120-022
1.000	119-275
1.618	119-167
2.618	118-312
4.250	118-026

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	120-262	120-258
PP	120-240	120-231
S1	120-218	120-204

Download as Excel Spreadsheet

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

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