ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 07-Feb-2014

Day Change Summary
	Previous	Current
	06-Feb-2014	07-Feb-2014	Change	Change %	Previous Week
Open	119-230	119-190	-0-040	-0.1%	119-180
High	119-230	119-310	0-080	0.2%	120-020
Low	119-180	119-160	-0-020	-0.1%	119-160
Close	119-190	119-280	0-090	0.2%	119-280
Range	0-050	0-150	0-100	200.0%	0-180
ATR	0-083	0-088	0-005	5.7%	0-000
Volume	11,701	6,711	-4,990	-42.6%	44,169

Daily Pivots for day following 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-060	121-000	120-042
R3	120-230	120-170	120-001
R2	120-080	120-080	119-308
R1	120-020	120-020	119-294	120-050
PP	119-250	119-250	119-250	119-265
S1	119-190	119-190	119-266	119-220
S2	119-100	119-100	119-252
S3	118-270	119-040	119-239
S4	118-120	118-210	119-198

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-160	121-080	120-059
R3	120-300	120-220	120-010
R2	120-120	120-120	119-313
R1	120-040	120-040	119-296	120-080
PP	119-260	119-260	119-260	119-280
S1	119-180	119-180	119-264	119-220
S2	119-080	119-080	119-247
S3	118-220	119-000	119-230
S4	118-040	118-140	119-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-020	119-160	0-180	0.5%	0-096	0.3%	67%	False	True	8,833
10	120-020	118-310	1-030	0.9%	0-078	0.2%	83%	False	False	5,772

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	0-015
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	121-308
2.618	121-063
1.618	120-233
1.000	120-140
0.618	120-083
HIGH	119-310
0.618	119-253
0.500	119-235
0.382	119-217
LOW	119-160
0.618	119-067
1.000	119-010
1.618	118-237
2.618	118-087
4.250	117-162

Fisher Pivots for day following 07-Feb-2014
Pivot	1 day	3 day
R1	119-265	119-270
PP	119-250	119-260
S1	119-235	119-250

Download as Excel Spreadsheet

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

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