ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	119-310	120-045	0-055	0.1%	119-177
High	120-005	120-105	0-100	0.3%	120-015
Low	119-202	119-285	0-083	0.2%	119-137
Close	119-275	120-025	0-070	0.2%	119-275
Range	0-123	0-140	0-017	13.8%	0-198
ATR	0-089	0-093	0-004	4.9%	0-000
Volume	924,720	875,697	-49,023	-5.3%	4,443,188

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-132	121-058	120-102
R3	120-312	120-238	120-064
R2	120-172	120-172	120-051
R1	120-098	120-098	120-038	120-065
PP	120-032	120-032	120-032	120-015
S1	119-278	119-278	120-012	119-245
S2	119-212	119-212	119-319
S3	119-072	119-138	119-306
S4	118-252	118-318	119-268

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	120-105	119-167	0-258	0.7%	0-100	0.3%	69%	True	False	974,280
10	120-105	119-130	0-295	0.8%	0-101	0.3%	73%	True	False	540,569
20	120-105	119-100	1-005	0.8%	0-087	0.2%	75%	True	False	275,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-060
2.618	121-152
1.618	121-012
1.000	120-245
0.618	120-192
HIGH	120-105
0.618	120-052
0.500	120-035
0.382	120-018
LOW	119-285
0.618	119-198
1.000	119-145
1.618	119-058
2.618	118-238
4.250	118-010

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	120-035	120-014
PP	120-032	120-004
S1	120-028	119-314

Download as Excel Spreadsheet

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

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