ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 18-Feb-2014

Day Change Summary
	Previous	Current
	14-Feb-2014	18-Feb-2014	Change	Change %	Previous Week
Open	119-240	119-180	-0-060	-0.2%	119-270
High	119-240	119-290	0-050	0.1%	119-270
Low	119-180	119-170	-0-010	0.0%	119-100
Close	119-200	119-270	0-070	0.2%	119-200
Range	0-060	0-120	0-060	100.0%	0-170
ATR	0-083	0-086	0-003	3.2%	0-000
Volume	21,381	11,786	-9,595	-44.9%	60,141

Daily Pivots for day following 18-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-283	120-237	120-016
R3	120-163	120-117	119-303
R2	120-043	120-043	119-292
R1	119-317	119-317	119-281	120-020
PP	119-243	119-243	119-243	119-255
S1	119-197	119-197	119-259	119-220
S2	119-123	119-123	119-248
S3	119-003	119-077	119-237
S4	118-203	118-277	119-204

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-060	120-300	119-294
R3	120-210	120-130	119-247
R2	120-040	120-040	119-231
R1	119-280	119-280	119-216	119-235
PP	119-190	119-190	119-190	119-168
S1	119-110	119-110	119-184	119-065
S2	119-020	119-020	119-169
S3	118-170	118-260	119-153
S4	118-000	118-090	119-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-290	119-100	0-190	0.5%	0-074	0.2%	89%	True	False	12,943
10	120-020	119-100	0-240	0.6%	0-073	0.2%	71%	False	False	10,978
20	120-020	118-130	1-210	1.4%	0-066	0.2%	87%	False	False	6,686

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-160
2.618	120-284
1.618	120-164
1.000	120-090
0.618	120-044
HIGH	119-290
0.618	119-244
0.500	119-230
0.382	119-216
LOW	119-170
0.618	119-096
1.000	119-050
1.618	118-296
2.618	118-176
4.250	117-300

Fisher Pivots for day following 18-Feb-2014
Pivot	1 day	3 day
R1	119-257	119-253
PP	119-243	119-237
S1	119-230	119-220

Download as Excel Spreadsheet

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

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