ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 06-Mar-2014

Day Change Summary
	Previous	Current
	05-Mar-2014	06-Mar-2014	Change	Change %	Previous Week
Open	119-232	119-225	-0-007	0.0%	119-177
High	119-255	119-235	-0-020	-0.1%	120-015
Low	119-182	119-160	-0-022	-0.1%	119-137
Close	119-235	119-185	-0-050	-0.1%	119-275
Range	0-073	0-075	0-002	2.7%	0-198
ATR	0-094	0-093	-0-001	-1.4%	0-000
Volume	626,575	500,551	-126,024	-20.1%	4,443,188

Daily Pivots for day following 06-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-098	120-057	119-226
R3	120-023	119-302	119-206
R2	119-268	119-268	119-199
R1	119-227	119-227	119-192	119-210
PP	119-193	119-193	119-193	119-185
S1	119-152	119-152	119-178	119-135
S2	119-118	119-118	119-171
S3	119-043	119-077	119-164
S4	118-288	119-002	119-144

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	119-160	0-265	0.7%	0-108	0.3%	9%	False	True	720,884
10	120-105	119-130	0-295	0.8%	0-091	0.2%	19%	False	False	714,907
20	120-105	119-100	1-005	0.8%	0-087	0.2%	26%	False	False	364,412

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-234
2.618	120-111
1.618	120-036
1.000	119-310
0.618	119-281
HIGH	119-235
0.618	119-206
0.500	119-198
0.382	119-189
LOW	119-160
0.618	119-114
1.000	119-085
1.618	119-039
2.618	118-284
4.250	118-161

Fisher Pivots for day following 06-Mar-2014
Pivot	1 day	3 day
R1	119-198	119-256
PP	119-193	119-232
S1	119-189	119-209

Download as Excel Spreadsheet

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

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