ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 28-Feb-2014

Day Change Summary
	Previous	Current
	27-Feb-2014	28-Feb-2014	Change	Change %	Previous Week
Open	119-285	119-310	0-025	0.1%	119-177
High	120-015	120-005	-0-010	0.0%	120-015
Low	119-270	119-202	-0-068	-0.2%	119-137
Close	119-312	119-275	-0-037	-0.1%	119-275
Range	0-065	0-123	0-058	89.2%	0-198
ATR	0-086	0-089	0-003	3.1%	0-000
Volume	1,208,990	924,720	-284,270	-23.5%	4,443,188

Daily Pivots for day following 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-316	120-259	120-023
R3	120-193	120-136	119-309
R2	120-070	120-070	119-298
R1	120-013	120-013	119-286	119-300
PP	119-267	119-267	119-267	119-251
S1	119-210	119-210	119-264	119-177
S2	119-144	119-144	119-252
S3	119-021	119-087	119-241
S4	118-218	118-284	119-207

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-203	121-117	120-064
R3	121-005	120-239	120-009
R2	120-127	120-127	119-311
R1	120-041	120-041	119-293	120-084
PP	119-249	119-249	119-249	119-270
S1	119-163	119-163	119-257	119-206
S2	119-051	119-051	119-239
S3	118-173	118-285	119-221
S4	117-295	118-087	119-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-015	119-137	0-198	0.5%	0-087	0.2%	70%	False	False	888,637
10	120-015	119-130	0-205	0.5%	0-093	0.2%	71%	False	False	455,138
20	120-020	119-100	0-240	0.6%	0-084	0.2%	73%	False	False	231,836

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-208
2.618	121-007
1.618	120-204
1.000	120-128
0.618	120-081
HIGH	120-005
0.618	119-278
0.500	119-264
0.382	119-249
LOW	119-202
0.618	119-126
1.000	119-079
1.618	119-003
2.618	118-200
4.250	117-319

Fisher Pivots for day following 28-Feb-2014
Pivot	1 day	3 day
R1	119-271	119-272
PP	119-267	119-270
S1	119-264	119-268

Download as Excel Spreadsheet

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

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