ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 19-Mar-2014

Day Change Summary
	Previous	Current
	18-Mar-2014	19-Mar-2014	Change	Change %	Previous Week
Open	120-230	120-260	0-030	0.1%	120-120
High	120-257	120-260	0-003	0.0%	121-025
Low	120-215	119-255	-0-280	-0.7%	120-080
Close	120-247	120-005	-0-242	-0.6%	120-282
Range	0-042	1-005	0-283	673.8%	0-265
ATR	0-096	0-112	0-016	17.0%	0-000
Volume	4,921	16,639	11,718	238.1%	51,434

Daily Pivots for day following 19-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-082	122-208	120-184
R3	122-077	121-203	120-094
R2	121-072	121-072	120-065
R1	120-198	120-198	120-035	120-132
PP	120-067	120-067	120-067	120-034
S1	119-193	119-193	119-295	119-128
S2	119-062	119-062	119-265
S3	118-057	118-188	119-236
S4	117-052	117-183	119-146

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	119-255	1-090	1.1%	0-139	0.4%	17%	False	True	9,052
10	121-025	119-255	1-090	1.1%	0-112	0.3%	17%	False	True	13,688
20	121-100	119-255	1-165	1.3%	0-104	0.3%	14%	False	True	338,491
40	121-100	119-145	1-275	1.5%	0-110	0.3%	30%	False	False	499,694
60	121-100	119-027	2-073	1.9%	0-104	0.3%	42%	False	False	477,477
80	121-100	119-027	2-073	1.9%	0-101	0.3%	42%	False	False	499,087
100	121-100	119-027	2-073	1.9%	0-094	0.2%	42%	False	False	401,220

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	0-017
Widest range in 115 trading days

Fibonacci Retracements and Extensions
4.250	125-041
2.618	123-151
1.618	122-146
1.000	121-265
0.618	121-141
HIGH	120-260
0.618	120-136
0.500	120-098
0.382	120-059
LOW	119-255
0.618	119-054
1.000	118-250
1.618	118-049
2.618	117-044
4.250	115-154

Fisher Pivots for day following 19-Mar-2014
Pivot	1 day	3 day
R1	120-098	120-098
PP	120-067	120-067
S1	120-036	120-036

Download as Excel Spreadsheet

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

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