ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 10-Mar-2014

Day Change Summary
	Previous	Current
	07-Mar-2014	10-Mar-2014	Change	Change %	Previous Week
Open	119-190	119-080	-0-110	-0.3%	120-045
High	119-205	119-110	-0-095	-0.2%	120-105
Low	119-027	119-047	0-020	0.1%	119-027
Close	119-067	119-095	0-028	0.1%	119-067
Range	0-178	0-063	-0-115	-64.6%	1-078
ATR	0-099	0-096	-0-003	-2.6%	0-000
Volume	903,489	511,219	-392,270	-43.4%	3,583,193

Daily Pivots for day following 10-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-273	119-247	119-130
R3	119-210	119-184	119-112
R2	119-147	119-147	119-107
R1	119-121	119-121	119-101	119-134
PP	119-084	119-084	119-084	119-090
S1	119-058	119-058	119-089	119-071
S2	119-021	119-021	119-083
S3	118-278	118-315	119-078
S4	118-215	118-252	119-060

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	120-032	119-027	1-005	0.9%	0-103	0.3%	21%	False	False	643,743
10	120-105	119-027	1-078	1.0%	0-101	0.3%	17%	False	False	809,011
20	120-105	119-027	1-078	1.0%	0-089	0.2%	17%	False	False	434,227

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	120-058
2.618	119-275
1.618	119-212
1.000	119-173
0.618	119-149
HIGH	119-110
0.618	119-086
0.500	119-078
0.382	119-071
LOW	119-047
0.618	119-008
1.000	118-304
1.618	118-265
2.618	118-202
4.250	118-099

Fisher Pivots for day following 10-Mar-2014
Pivot	1 day	3 day
R1	119-090	119-131
PP	119-084	119-119
S1	119-078	119-107

Download as Excel Spreadsheet

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

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