ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	119-225	119-285	0-060	0.2%	119-180
High	119-292	120-015	0-043	0.1%	120-000
Low	119-200	119-270	0-070	0.2%	119-130
Close	119-277	119-312	0-035	0.1%	119-190
Range	0-092	0-065	-0-027	-29.3%	0-190
ATR	0-088	0-086	-0-002	-1.8%	0-000
Volume	1,113,011	1,208,990	95,979	8.6%	86,813

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-181	120-151	120-028
R3	120-116	120-086	120-010
R2	120-051	120-051	120-004
R1	120-021	120-021	119-318	120-036
PP	119-306	119-306	119-306	119-313
S1	119-276	119-276	119-306	119-291
S2	119-241	119-241	119-300
S3	119-176	119-211	119-294
S4	119-111	119-146	119-276

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	120-015	119-130	0-205	0.5%	0-075	0.2%	89%	True	False	708,929
10	120-015	119-130	0-205	0.5%	0-087	0.2%	89%	True	False	364,293
20	120-020	119-090	0-250	0.7%	0-081	0.2%	89%	False	False	185,745

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	0-022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-291
2.618	120-185
1.618	120-120
1.000	120-080
0.618	120-055
HIGH	120-015
0.618	119-310
0.500	119-302
0.382	119-295
LOW	119-270
0.618	119-230
1.000	119-205
1.618	119-165
2.618	119-100
4.250	118-314

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	119-309	119-292
PP	119-306	119-271
S1	119-302	119-251

Download as Excel Spreadsheet

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

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