ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 05-Mar-2014

Day Change Summary
	Previous	Current
	04-Mar-2014	05-Mar-2014	Change	Change %	Previous Week
Open	120-030	119-232	-0-118	-0.3%	119-177
High	120-032	119-255	-0-097	-0.3%	120-015
Low	119-225	119-182	-0-043	-0.1%	119-137
Close	119-245	119-235	-0-010	0.0%	119-275
Range	0-127	0-073	-0-054	-42.5%	0-198
ATR	0-095	0-094	-0-002	-1.7%	0-000
Volume	676,881	626,575	-50,306	-7.4%	4,443,188

Daily Pivots for day following 05-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-123	120-092	119-275
R3	120-050	120-019	119-255
R2	119-297	119-297	119-248
R1	119-266	119-266	119-242	119-282
PP	119-224	119-224	119-224	119-232
S1	119-193	119-193	119-228	119-208
S2	119-151	119-151	119-222
S3	119-078	119-120	119-215
S4	119-005	119-047	119-195

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	119-182	0-243	0.6%	0-106	0.3%	22%	False	True	862,572
10	120-105	119-130	0-295	0.8%	0-098	0.3%	36%	False	False	667,993
20	120-105	119-100	1-005	0.8%	0-089	0.2%	42%	False	False	340,002

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	0-027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-245
2.618	120-126
1.618	120-053
1.000	120-008
0.618	119-300
HIGH	119-255
0.618	119-227
0.500	119-218
0.382	119-210
LOW	119-182
0.618	119-137
1.000	119-109
1.618	119-064
2.618	118-311
4.250	118-192

Fisher Pivots for day following 05-Mar-2014
Pivot	1 day	3 day
R1	119-230	119-304
PP	119-224	119-281
S1	119-218	119-258

Download as Excel Spreadsheet

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

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