ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 04-Mar-2014

Day Change Summary
	Previous	Current
	03-Mar-2014	04-Mar-2014	Change	Change %	Previous Week
Open	120-045	120-030	-0-015	0.0%	119-177
High	120-105	120-032	-0-073	-0.2%	120-015
Low	119-285	119-225	-0-060	-0.2%	119-137
Close	120-025	119-245	-0-100	-0.3%	119-275
Range	0-140	0-127	-0-013	-9.3%	0-198
ATR	0-093	0-095	0-002	2.6%	0-000
Volume	875,697	676,881	-198,816	-22.7%	4,443,188

Daily Pivots for day following 04-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-015	120-257	119-315
R3	120-208	120-130	119-280
R2	120-081	120-081	119-268
R1	120-003	120-003	119-257	119-298
PP	119-274	119-274	119-274	119-262
S1	119-196	119-196	119-233	119-172
S2	119-147	119-147	119-222
S3	119-020	119-069	119-210
S4	118-213	118-262	119-175

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	119-200	0-225	0.6%	0-109	0.3%	20%	False	False	959,859
10	120-105	119-130	0-295	0.8%	0-101	0.3%	39%	False	False	607,079
20	120-105	119-100	1-005	0.8%	0-087	0.2%	45%	False	False	309,028

Crabel Price Patterns
NR	True
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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-252
2.618	121-044
1.618	120-237
1.000	120-159
0.618	120-110
HIGH	120-032
0.618	119-303
0.500	119-288
0.382	119-274
LOW	119-225
0.618	119-147
1.000	119-098
1.618	119-020
2.618	118-213
4.250	118-005

Fisher Pivots for day following 04-Mar-2014
Pivot	1 day	3 day
R1	119-288	119-314
PP	119-274	119-291
S1	119-260	119-268

Download as Excel Spreadsheet

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

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