ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 25-Feb-2014

Day Change Summary
	Previous	Current
	24-Feb-2014	25-Feb-2014	Change	Change %	Previous Week
Open	119-177	119-177	0-000	0.0%	119-180
High	119-215	119-245	0-030	0.1%	120-000
Low	119-137	119-167	0-030	0.1%	119-130
Close	119-167	119-232	0-065	0.2%	119-190
Range	0-078	0-078	0-000	0.0%	0-190
ATR	0-088	0-087	-0-001	-0.8%	0-000
Volume	447,482	748,985	301,503	67.4%	86,813

Daily Pivots for day following 25-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-129	120-098	119-275
R3	120-051	120-020	119-253
R2	119-293	119-293	119-246
R1	119-262	119-262	119-239	119-278
PP	119-215	119-215	119-215	119-222
S1	119-184	119-184	119-225	119-200
S2	119-137	119-137	119-218
S3	119-059	119-106	119-211
S4	118-301	119-028	119-189

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%	0-093	0.2%	54%	False	False	254,298
10	120-000	119-100	0-220	0.6%	0-084	0.2%	60%	False	False	133,621
20	120-020	118-310	1-030	0.9%	0-079	0.2%	69%	False	False	69,857

Crabel Price Patterns
NR	False
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	0-021

Fibonacci Retracements and Extensions
4.250	120-256
2.618	120-129
1.618	120-051
1.000	120-003
0.618	119-293
HIGH	119-245
0.618	119-215
0.500	119-206
0.382	119-197
LOW	119-167
0.618	119-119
1.000	119-089
1.618	119-041
2.618	118-283
4.250	118-156

Fisher Pivots for day following 25-Feb-2014
Pivot	1 day	3 day
R1	119-223	119-217
PP	119-215	119-202
S1	119-206	119-188

Download as Excel Spreadsheet

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

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