ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 17-Mar-2014

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	119-262	119-257	-0-005	0.0%	119-080
High	120-015	119-275	-0-060	-0.2%	120-015
Low	119-230	119-190	-0-040	-0.1%	119-047
Close	119-270	119-195	-0-075	-0.2%	119-270
Range	0-105	0-085	-0-020	-19.0%	0-288
ATR	0-101	0-100	-0-001	-1.1%	0-000
Volume	838,396	515,270	-323,126	-38.5%	3,518,390

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-155	120-100	119-242
R3	120-070	120-015	119-218
R2	119-305	119-305	119-211
R1	119-250	119-250	119-203	119-235
PP	119-220	119-220	119-220	119-212
S1	119-165	119-165	119-187	119-150
S2	119-135	119-135	119-179
S3	119-050	119-080	119-172
S4	118-285	118-315	119-148

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-121	122-004	120-108
R3	121-153	121-036	120-029
R2	120-185	120-185	120-003
R1	120-068	120-068	119-296	120-126
PP	119-217	119-217	119-217	119-247
S1	119-100	119-100	119-244	119-158
S2	118-249	118-249	119-217
S3	117-281	118-132	119-191
S4	116-313	117-164	119-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-015	119-070	0-265	0.7%	0-107	0.3%	47%	False	False	704,488
10	120-032	119-027	1-005	0.8%	0-105	0.3%	52%	False	False	674,115
20	120-105	119-027	1-078	1.0%	0-103	0.3%	42%	False	False	607,342
40	120-105	118-130	1-295	1.6%	0-081	0.2%	63%	False	False	306,726

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-316
2.618	120-178
1.618	120-093
1.000	120-040
0.618	120-008
HIGH	119-275
0.618	119-243
0.500	119-232
0.382	119-222
LOW	119-190
0.618	119-137
1.000	119-105
1.618	119-052
2.618	118-287
4.250	118-149

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	119-232	119-216
PP	119-220	119-209
S1	119-208	119-202

Download as Excel Spreadsheet

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

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