ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	119-257	119-202	-0-055	-0.1%	119-080
High	119-275	119-252	-0-023	-0.1%	120-015
Low	119-190	119-192	0-002	0.0%	119-047
Close	119-195	119-235	0-040	0.1%	119-270
Range	0-085	0-060	-0-025	-29.4%	0-288
ATR	0-100	0-097	-0-003	-2.9%	0-000
Volume	515,270	550,400	35,130	6.8%	3,518,390

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-086	120-061	119-268
R3	120-026	120-001	119-252
R2	119-286	119-286	119-246
R1	119-261	119-261	119-240	119-274
PP	119-226	119-226	119-226	119-233
S1	119-201	119-201	119-230	119-214
S2	119-166	119-166	119-224
S3	119-106	119-141	119-218
S4	119-046	119-081	119-202

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	119-097	0-238	0.6%	0-107	0.3%	58%	False	False	708,010
10	120-015	119-027	0-308	0.8%	0-099	0.3%	68%	False	False	661,467
20	120-105	119-027	1-078	1.0%	0-100	0.3%	52%	False	False	634,273
40	120-105	118-130	1-295	1.6%	0-083	0.2%	69%	False	False	320,479

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-187
2.618	120-089
1.618	120-029
1.000	119-312
0.618	119-289
HIGH	119-252
0.618	119-229
0.500	119-222
0.382	119-215
LOW	119-192
0.618	119-155
1.000	119-132
1.618	119-095
2.618	119-035
4.250	118-257

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	119-231	119-262
PP	119-226	119-253
S1	119-222	119-244

Download as Excel Spreadsheet

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

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