ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 14-Mar-2014

Day Change Summary
	Previous	Current
	13-Mar-2014	14-Mar-2014	Change	Change %	Previous Week
Open	120-190	120-280	0-090	0.2%	120-120
High	120-305	121-025	0-040	0.1%	121-025
Low	120-130	120-245	0-115	0.3%	120-080
Close	120-285	120-282	-0-003	0.0%	120-282
Range	0-175	0-100	-0-075	-42.9%	0-265
ATR	0-102	0-102	0-000	-0.1%	0-000
Volume	9,142	7,957	-1,185	-13.0%	51,434

Daily Pivots for day following 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-271	121-216	121-017
R3	121-171	121-116	120-310
R2	121-071	121-071	120-300
R1	121-016	121-016	120-291	121-044
PP	120-291	120-291	120-291	120-304
S1	120-236	120-236	120-273	120-264
S2	120-191	120-191	120-264
S3	120-091	120-136	120-254
S4	119-311	120-036	120-227

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-071	122-281	121-108
R3	122-126	122-016	121-035
R2	121-181	121-181	121-011
R1	121-071	121-071	120-306	121-126
PP	120-236	120-236	120-236	120-263
S1	120-126	120-126	120-258	120-181
S2	119-291	119-291	120-233
S3	119-026	119-181	120-209
S4	118-081	118-236	120-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-025	120-080	0-265	0.7%	0-093	0.2%	76%	True	False	10,286
10	121-100	120-060	1-040	0.9%	0-102	0.3%	62%	False	False	35,769
20	121-100	120-060	1-040	0.9%	0-098	0.3%	62%	False	False	408,445
40	121-100	119-145	1-275	1.5%	0-106	0.3%	77%	False	False	534,751
60	121-100	119-027	2-073	1.8%	0-105	0.3%	81%	False	False	512,861
80	121-100	119-027	2-073	1.8%	0-099	0.3%	81%	False	False	500,009
100	121-100	119-027	2-073	1.8%	0-091	0.2%	81%	False	False	400,953

Crabel Price Patterns
NR	True
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-130
2.618	121-287
1.618	121-187
1.000	121-125
0.618	121-087
HIGH	121-025
0.618	120-307
0.500	120-295
0.382	120-283
LOW	120-245
0.618	120-183
1.000	120-145
1.618	120-083
2.618	119-303
4.250	119-140

Fisher Pivots for day following 14-Mar-2014
Pivot	1 day	3 day
R1	120-295	120-267
PP	120-291	120-252
S1	120-286	120-238

Download as Excel Spreadsheet

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

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