ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 24-Feb-2014

Day Change Summary
	Previous	Current
	21-Feb-2014	24-Feb-2014	Change	Change %	Previous Week
Open	119-170	119-177	0-007	0.0%	119-180
High	119-190	119-215	0-025	0.1%	120-000
Low	119-130	119-137	0-007	0.0%	119-130
Close	119-190	119-167	-0-023	-0.1%	119-190
Range	0-060	0-078	0-018	30.0%	0-190
ATR	0-089	0-088	-0-001	-0.9%	0-000
Volume	26,180	447,482	421,302	1,609.3%	86,813

Daily Pivots for day following 24-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-087	120-045	119-210
R3	120-009	119-287	119-188
R2	119-251	119-251	119-181
R1	119-209	119-209	119-174	119-191
PP	119-173	119-173	119-173	119-164
S1	119-131	119-131	119-160	119-113
S2	119-095	119-095	119-153
S3	119-017	119-053	119-146
S4	118-259	118-295	119-124

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%	0-102	0.3%	19%	False	False	106,859
10	120-000	119-100	0-220	0.6%	0-077	0.2%	30%	False	False	59,443
20	120-020	118-310	1-030	0.9%	0-077	0.2%	51%	False	False	32,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-226
2.618	120-099
1.618	120-021
1.000	119-293
0.618	119-263
HIGH	119-215
0.618	119-185
0.500	119-176
0.382	119-167
LOW	119-137
0.618	119-089
1.000	119-059
1.618	119-011
2.618	118-253
4.250	118-126

Fisher Pivots for day following 24-Feb-2014
Pivot	1 day	3 day
R1	119-176	119-205
PP	119-173	119-192
S1	119-170	119-180

Download as Excel Spreadsheet

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

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