ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 12-Mar-2014

Day Change Summary
	Previous	Current
	11-Mar-2014	12-Mar-2014	Change	Change %	Previous Week
Open	119-092	119-110	0-018	0.0%	120-045
High	119-130	119-197	0-067	0.2%	120-105
Low	119-070	119-105	0-035	0.1%	119-027
Close	119-120	119-167	0-047	0.1%	119-067
Range	0-060	0-092	0-032	53.3%	1-078
ATR	0-094	0-093	0-000	-0.1%	0-000
Volume	532,789	605,684	72,895	13.7%	3,583,193

Daily Pivots for day following 12-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-112	120-072	119-218
R3	120-020	119-300	119-192
R2	119-248	119-248	119-184
R1	119-208	119-208	119-175	119-228
PP	119-156	119-156	119-156	119-166
S1	119-116	119-116	119-159	119-136
S2	119-064	119-064	119-150
S3	118-292	119-024	119-142
S4	118-200	118-252	119-116

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	119-235	119-027	0-208	0.5%	0-094	0.2%	67%	False	False	610,746
10	120-105	119-027	1-078	1.0%	0-100	0.3%	35%	False	False	736,659
20	120-105	119-027	1-078	1.0%	0-093	0.2%	35%	False	False	490,411
40	120-105	118-130	1-295	1.6%	0-073	0.2%	58%	False	False	247,177

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	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-268
2.618	120-118
1.618	120-026
1.000	119-289
0.618	119-254
HIGH	119-197
0.618	119-162
0.500	119-151
0.382	119-140
LOW	119-105
0.618	119-048
1.000	119-013
1.618	118-276
2.618	118-184
4.250	118-034

Fisher Pivots for day following 12-Mar-2014
Pivot	1 day	3 day
R1	119-162	119-152
PP	119-156	119-137
S1	119-151	119-122

Download as Excel Spreadsheet

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

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