ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 13-Mar-2014

Day Change Summary
	Previous	Current
	12-Mar-2014	13-Mar-2014	Change	Change %	Previous Week
Open	119-110	119-160	0-050	0.1%	120-045
High	119-197	119-292	0-095	0.2%	120-105
Low	119-105	119-097	-0-008	0.0%	119-027
Close	119-167	119-270	0-103	0.3%	119-067
Range	0-092	0-195	0-103	112.0%	1-078
ATR	0-093	0-101	0-007	7.8%	0-000
Volume	605,684	1,030,302	424,618	70.1%	3,583,193

Daily Pivots for day following 13-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-165	121-092	120-057
R3	120-290	120-217	120-004
R2	120-095	120-095	119-306
R1	120-022	120-022	119-288	120-058
PP	119-220	119-220	119-220	119-238
S1	119-147	119-147	119-252	119-184
S2	119-025	119-025	119-234
S3	118-150	118-272	119-216
S4	117-275	118-077	119-163

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	119-292	119-027	0-265	0.7%	0-118	0.3%	92%	True	False	716,696
10	120-105	119-027	1-078	1.0%	0-113	0.3%	61%	False	False	718,790
20	120-105	119-027	1-078	1.0%	0-100	0.3%	61%	False	False	541,542
40	120-105	118-130	1-295	1.6%	0-077	0.2%	75%	False	False	272,934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	122-161
2.618	121-163
1.618	120-288
1.000	120-167
0.618	120-093
HIGH	119-292
0.618	119-218
0.500	119-194
0.382	119-171
LOW	119-097
0.618	118-296
1.000	118-222
1.618	118-101
2.618	117-226
4.250	116-228

Fisher Pivots for day following 13-Mar-2014
Pivot	1 day	3 day
R1	119-245	119-240
PP	119-220	119-211
S1	119-194	119-181

Download as Excel Spreadsheet

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

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