ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 07-Mar-2014

Day Change Summary
	Previous	Current
	06-Mar-2014	07-Mar-2014	Change	Change %	Previous Week
Open	119-225	119-190	-0-035	-0.1%	120-045
High	119-235	119-205	-0-030	-0.1%	120-105
Low	119-160	119-027	-0-133	-0.3%	119-027
Close	119-185	119-067	-0-118	-0.3%	119-067
Range	0-075	0-178	0-103	137.3%	1-078
ATR	0-093	0-099	0-006	6.6%	0-000
Volume	500,551	903,489	402,938	80.5%	3,583,193

Daily Pivots for day following 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-314	120-208	119-165
R3	120-136	120-030	119-116
R2	119-278	119-278	119-100
R1	119-172	119-172	119-083	119-136
PP	119-100	119-100	119-100	119-082
S1	118-314	118-314	119-051	118-278
S2	118-242	118-242	119-034
S3	118-064	118-136	119-018
S4	117-206	117-278	118-289

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	123-087	122-155	119-286
R3	122-009	121-077	119-176
R2	120-251	120-251	119-140
R1	119-319	119-319	119-103	119-246
PP	119-173	119-173	119-173	119-136
S1	118-241	118-241	119-031	118-168
S2	118-095	118-095	118-314
S3	117-017	117-163	118-278
S4	115-259	116-085	118-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-105	119-027	1-078	1.0%	0-119	0.3%	10%	False	True	716,638
10	120-105	119-027	1-078	1.0%	0-103	0.3%	10%	False	True	802,638
20	120-105	119-027	1-078	1.0%	0-093	0.2%	10%	False	True	409,002

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	0-021
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	122-002
2.618	121-031
1.618	120-173
1.000	120-063
0.618	119-315
HIGH	119-205
0.618	119-137
0.500	119-116
0.382	119-095
LOW	119-027
0.618	118-237
1.000	118-169
1.618	118-059
2.618	117-201
4.250	116-230

Fisher Pivots for day following 07-Mar-2014
Pivot	1 day	3 day
R1	119-116	119-141
PP	119-100	119-116
S1	119-083	119-092

Download as Excel Spreadsheet

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

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