ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 06-Feb-2014

Day Change Summary
	Previous	Current
	05-Feb-2014	06-Feb-2014	Change	Change %	Previous Week
Open	119-270	119-230	-0-040	-0.1%	119-010
High	120-020	119-230	-0-110	-0.3%	119-210
Low	119-220	119-180	-0-040	-0.1%	118-310
Close	119-230	119-190	-0-040	-0.1%	119-190
Range	0-120	0-050	-0-070	-58.3%	0-220
ATR	0-086	0-083	-0-003	-3.0%	0-000
Volume	12,334	11,701	-633	-5.1%	13,557

Daily Pivots for day following 06-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-030	120-000	119-218
R3	119-300	119-270	119-204
R2	119-250	119-250	119-199
R1	119-220	119-220	119-195	119-210
PP	119-200	119-200	119-200	119-195
S1	119-170	119-170	119-185	119-160
S2	119-150	119-150	119-181
S3	119-100	119-120	119-176
S4	119-050	119-070	119-162

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	119-130	0-210	0.5%	0-082	0.2%	29%	False	False	7,974
10	120-020	118-310	1-030	0.9%	0-068	0.2%	57%	False	False	5,169

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	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-122
2.618	120-041
1.618	119-311
1.000	119-280
0.618	119-261
HIGH	119-230
0.618	119-211
0.500	119-205
0.382	119-199
LOW	119-180
0.618	119-149
1.000	119-130
1.618	119-099
2.618	119-049
4.250	118-288

Fisher Pivots for day following 06-Feb-2014
Pivot	1 day	3 day
R1	119-205	119-260
PP	119-200	119-237
S1	119-195	119-213

Download as Excel Spreadsheet

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

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