ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	119-220	119-170	-0-050	-0.1%	119-180
High	119-280	119-190	-0-090	-0.2%	120-000
Low	119-140	119-130	-0-010	0.0%	119-130
Close	119-170	119-190	0-020	0.1%	119-190
Range	0-140	0-060	-0-080	-57.1%	0-190
ATR	0-091	0-089	-0-002	-2.4%	0-000
Volume	31,411	26,180	-5,231	-16.7%	86,813

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-030	120-010	119-223
R3	119-290	119-270	119-206
R2	119-230	119-230	119-201
R1	119-210	119-210	119-196	119-220
PP	119-170	119-170	119-170	119-175
S1	119-150	119-150	119-184	119-160
S2	119-110	119-110	119-179
S3	119-050	119-090	119-174
S4	118-310	119-030	119-157

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-143	121-037	119-294
R3	120-273	120-167	119-242
R2	120-083	120-083	119-225
R1	119-297	119-297	119-207	120-030
PP	119-213	119-213	119-213	119-240
S1	119-107	119-107	119-173	119-160
S2	119-023	119-023	119-155
S3	118-153	118-237	119-138
S4	117-283	118-047	119-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-000	119-130	0-190	0.5%	0-098	0.3%	32%	False	True	21,638
10	120-000	119-100	0-220	0.6%	0-084	0.2%	41%	False	False	15,366
20	120-020	118-310	1-030	0.9%	0-076	0.2%	57%	False	False	10,268

Crabel Price Patterns
NR	True
NR4	True
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	0-019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-125
2.618	120-027
1.618	119-287
1.000	119-250
0.618	119-227
HIGH	119-190
0.618	119-167
0.500	119-160
0.382	119-153
LOW	119-130
0.618	119-093
1.000	119-070
1.618	119-033
2.618	118-293
4.250	118-195

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	119-180	119-225
PP	119-170	119-213
S1	119-160	119-202

Download as Excel Spreadsheet

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

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