ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 05-Feb-2014

Day Change Summary
	Previous	Current
	04-Feb-2014	05-Feb-2014	Change	Change %	Previous Week
Open	119-290	119-270	-0-020	-0.1%	119-010
High	119-290	120-020	0-050	0.1%	119-210
Low	119-260	119-220	-0-040	-0.1%	118-310
Close	119-270	119-230	-0-040	-0.1%	119-190
Range	0-030	0-120	0-090	300.0%	0-220
ATR	0-083	0-086	0-003	3.1%	0-000
Volume	7,111	12,334	5,223	73.4%	13,557

Daily Pivots for day following 05-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-303	120-227	119-296
R3	120-183	120-107	119-263
R2	120-063	120-063	119-252
R1	119-307	119-307	119-241	119-285
PP	119-263	119-263	119-263	119-252
S1	119-187	119-187	119-219	119-165
S2	119-143	119-143	119-208
S3	119-023	119-067	119-197
S4	118-223	118-267	119-164

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-150	121-070	119-311
R3	120-250	120-170	119-250
R2	120-030	120-030	119-230
R1	119-270	119-270	119-210	119-310
PP	119-130	119-130	119-130	119-150
S1	119-050	119-050	119-170	119-090
S2	118-230	118-230	119-150
S3	118-010	118-150	119-130
S4	117-110	117-250	119-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-020	119-090	0-250	0.7%	0-082	0.2%	56%	True	False	6,214
10	120-020	118-250	1-090	1.1%	0-069	0.2%	73%	True	False	4,160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-210
2.618	121-014
1.618	120-214
1.000	120-140
0.618	120-094
HIGH	120-020
0.618	119-294
0.500	119-280
0.382	119-266
LOW	119-220
0.618	119-146
1.000	119-100
1.618	119-026
2.618	118-226
4.250	118-030

Fisher Pivots for day following 05-Feb-2014
Pivot	1 day	3 day
R1	119-280	119-260
PP	119-263	119-250
S1	119-247	119-240

Download as Excel Spreadsheet

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

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