ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	119-280	119-220	-0-060	-0.2%	119-270
High	120-000	119-280	-0-040	-0.1%	119-270
Low	119-210	119-140	-0-070	-0.2%	119-100
Close	119-220	119-170	-0-050	-0.1%	119-200
Range	0-110	0-140	0-030	27.3%	0-170
ATR	0-087	0-091	0-004	4.3%	0-000
Volume	17,436	31,411	13,975	80.2%	60,141

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-297	120-213	119-247
R3	120-157	120-073	119-208
R2	120-017	120-017	119-196
R1	119-253	119-253	119-183	119-225
PP	119-197	119-197	119-197	119-182
S1	119-113	119-113	119-157	119-085
S2	119-057	119-057	119-144
S3	118-237	118-293	119-132
S4	118-097	118-153	119-093

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	119-140	0-180	0.5%	0-100	0.3%	17%	False	True	19,658
10	120-000	119-100	0-220	0.6%	0-083	0.2%	32%	False	False	13,918
20	120-020	118-250	1-090	1.1%	0-076	0.2%	59%	False	False	9,039

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-235
2.618	121-007
1.618	120-187
1.000	120-100
0.618	120-047
HIGH	119-280
0.618	119-227
0.500	119-210
0.382	119-193
LOW	119-140
0.618	119-053
1.000	119-000
1.618	118-233
2.618	118-093
4.250	117-185

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	119-210	119-230
PP	119-197	119-210
S1	119-183	119-190

Download as Excel Spreadsheet

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

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