ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 13-Feb-2014

Day Change Summary
	Previous	Current
	12-Feb-2014	13-Feb-2014	Change	Change %	Previous Week
Open	119-130	119-150	0-020	0.1%	119-180
High	119-160	119-220	0-060	0.2%	120-020
Low	119-100	119-150	0-050	0.1%	119-160
Close	119-120	119-220	0-100	0.3%	119-280
Range	0-060	0-070	0-010	16.7%	0-180
ATR	0-083	0-085	0-001	1.4%	0-000
Volume	7,689	16,276	8,587	111.7%	44,169

Daily Pivots for day following 13-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-087	120-063	119-258
R3	120-017	119-313	119-239
R2	119-267	119-267	119-233
R1	119-243	119-243	119-226	119-255
PP	119-197	119-197	119-197	119-202
S1	119-173	119-173	119-214	119-185
S2	119-127	119-127	119-207
S3	119-057	119-103	119-201
S4	118-307	119-033	119-182

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%	0-070	0.2%	57%	False	False	9,094
10	120-020	119-100	0-240	0.6%	0-076	0.2%	50%	False	False	8,534
20	120-020	118-130	1-210	1.4%	0-057	0.1%	77%	False	False	5,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-198
2.618	120-083
1.618	120-013
1.000	119-290
0.618	119-263
HIGH	119-220
0.618	119-193
0.500	119-185
0.382	119-177
LOW	119-150
0.618	119-107
1.000	119-080
1.618	119-037
2.618	118-287
4.250	118-172

Fisher Pivots for day following 13-Feb-2014
Pivot	1 day	3 day
R1	119-208	119-202
PP	119-197	119-183
S1	119-185	119-165

Download as Excel Spreadsheet

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

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