ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 19-Feb-2014

Day Change Summary
	Previous	Current
	18-Feb-2014	19-Feb-2014	Change	Change %	Previous Week
Open	119-180	119-280	0-100	0.3%	119-270
High	119-290	120-000	0-030	0.1%	119-270
Low	119-170	119-210	0-040	0.1%	119-100
Close	119-270	119-220	-0-050	-0.1%	119-200
Range	0-120	0-110	-0-010	-8.3%	0-170
ATR	0-086	0-087	0-002	2.0%	0-000
Volume	11,786	17,436	5,650	47.9%	60,141

Daily Pivots for day following 19-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-260	120-190	119-280
R3	120-150	120-080	119-250
R2	120-040	120-040	119-240
R1	119-290	119-290	119-230	119-270
PP	119-250	119-250	119-250	119-240
S1	119-180	119-180	119-210	119-160
S2	119-140	119-140	119-200
S3	119-030	119-070	119-190
S4	118-240	118-280	119-160

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	120-000	119-100	0-220	0.6%	0-084	0.2%	55%	True	False	14,913
10	120-020	119-100	0-240	0.6%	0-081	0.2%	50%	False	False	12,010
20	120-020	118-130	1-210	1.4%	0-070	0.2%	77%	False	False	7,516

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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-148
2.618	120-288
1.618	120-178
1.000	120-110
0.618	120-068
HIGH	120-000
0.618	119-278
0.500	119-265
0.382	119-252
LOW	119-210
0.618	119-142
1.000	119-100
1.618	119-032
2.618	118-242
4.250	118-062

Fisher Pivots for day following 19-Feb-2014
Pivot	1 day	3 day
R1	119-265	119-245
PP	119-250	119-237
S1	119-235	119-228

Download as Excel Spreadsheet

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

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