ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	119-230	119-130	-0-100	-0.3%	119-180
High	119-230	119-160	-0-070	-0.2%	120-020
Low	119-170	119-100	-0-070	-0.2%	119-160
Close	119-180	119-120	-0-060	-0.2%	119-280
Range	0-060	0-060	0-000	0.0%	0-180
ATR	0-084	0-083	0-000	-0.3%	0-000
Volume	7,585	7,689	104	1.4%	44,169

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-307	119-273	119-153
R3	119-247	119-213	119-136
R2	119-187	119-187	119-131
R1	119-153	119-153	119-126	119-140
PP	119-127	119-127	119-127	119-120
S1	119-093	119-093	119-114	119-080
S2	119-067	119-067	119-109
S3	119-007	119-033	119-104
S4	118-267	118-293	119-087

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	119-310	119-100	0-210	0.5%	0-066	0.2%	10%	False	True	8,179
10	120-020	119-090	0-250	0.7%	0-074	0.2%	12%	False	False	7,196
20	120-020	118-130	1-210	1.4%	0-054	0.1%	58%	False	False	4,326

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	120-095
2.618	119-317
1.618	119-257
1.000	119-220
0.618	119-197
HIGH	119-160
0.618	119-137
0.500	119-130
0.382	119-123
LOW	119-100
0.618	119-063
1.000	119-040
1.618	119-003
2.618	118-263
4.250	118-165

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	119-130	119-185
PP	119-127	119-163
S1	119-123	119-142

Download as Excel Spreadsheet

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

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