ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	119-080	119-092	0-012	0.0%	120-045
High	119-110	119-130	0-020	0.1%	120-105
Low	119-047	119-070	0-023	0.1%	119-027
Close	119-095	119-120	0-025	0.1%	119-067
Range	0-063	0-060	-0-003	-4.8%	1-078
ATR	0-096	0-094	-0-003	-2.7%	0-000
Volume	511,219	532,789	21,570	4.2%	3,583,193

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-287	119-263	119-153
R3	119-227	119-203	119-136
R2	119-167	119-167	119-131
R1	119-143	119-143	119-126	119-155
PP	119-107	119-107	119-107	119-112
S1	119-083	119-083	119-114	119-095
S2	119-047	119-047	119-109
S3	118-307	119-023	119-104
S4	118-247	118-283	119-087

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	119-255	119-027	0-228	0.6%	0-090	0.2%	41%	False	False	614,924
10	120-105	119-027	1-078	1.0%	0-100	0.3%	23%	False	False	787,392
20	120-105	119-027	1-078	1.0%	0-092	0.2%	23%	False	False	460,506
40	120-105	118-130	1-295	1.6%	0-071	0.2%	50%	False	False	232,071

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	120-065
2.618	119-287
1.618	119-227
1.000	119-190
0.618	119-167
HIGH	119-130
0.618	119-107
0.500	119-100
0.382	119-093
LOW	119-070
0.618	119-033
1.000	119-010
1.618	118-293
2.618	118-233
4.250	118-135

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	119-113	119-119
PP	119-107	119-117
S1	119-100	119-116

Download as Excel Spreadsheet

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

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