ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 21-Mar-2014

Day Change Summary
	Previous	Current
	20-Mar-2014	21-Mar-2014	Change	Change %	Previous Week
Open	118-290	118-295	0-005	0.0%	119-257
High	118-315	118-305	-0-010	0.0%	119-275
Low	118-240	118-237	-0-003	0.0%	118-225
Close	118-275	118-265	-0-010	0.0%	118-265
Range	0-075	0-068	-0-007	-9.3%	1-050
ATR	0-112	0-109	-0-003	-2.8%	0-000
Volume	1,041,915	651,650	-390,265	-37.5%	3,954,263

Daily Pivots for day following 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-153	119-117	118-302
R3	119-085	119-049	118-284
R2	119-017	119-017	118-277
R1	118-301	118-301	118-271	118-285
PP	118-269	118-269	118-269	118-261
S1	118-233	118-233	118-259	118-217
S2	118-201	118-201	118-253
S3	118-133	118-165	118-246
S4	118-065	118-097	118-228

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	122-192	121-278	119-148
R3	121-142	120-228	119-047
R2	120-092	120-092	119-013
R1	119-178	119-178	118-299	119-110
PP	119-042	119-042	119-042	119-008
S1	118-128	118-128	118-231	118-060
S2	117-312	117-312	118-197
S3	116-262	117-078	118-163
S4	115-212	116-028	118-062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-275	118-225	1-050	1.0%	0-127	0.3%	11%	False	False	790,852
10	120-015	118-225	1-110	1.1%	0-115	0.3%	9%	False	False	747,265
20	120-105	118-225	1-200	1.4%	0-109	0.3%	8%	False	False	774,951
40	120-105	118-225	1-200	1.4%	0-092	0.2%	8%	False	False	392,609

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-274
2.618	119-163
1.618	119-095
1.000	119-053
0.618	119-027
HIGH	118-305
0.618	118-279
0.500	118-271
0.382	118-263
LOW	118-237
0.618	118-195
1.000	118-169
1.618	118-127
2.618	118-059
4.250	117-268

Fisher Pivots for day following 21-Mar-2014
Pivot	1 day	3 day
R1	118-271	119-078
PP	118-269	119-034
S1	118-267	118-310

Download as Excel Spreadsheet

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

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