ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 24-Mar-2014

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	118-295	118-267	-0-028	-0.1%	119-257
High	118-305	118-270	-0-035	-0.1%	119-275
Low	118-237	118-170	-0-067	-0.2%	118-225
Close	118-265	118-235	-0-030	-0.1%	118-265
Range	0-068	0-100	0-032	47.1%	1-050
ATR	0-109	0-108	-0-001	-0.6%	0-000
Volume	651,650	859,663	208,013	31.9%	3,954,263

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-205	119-160	118-290
R3	119-105	119-060	118-262
R2	119-005	119-005	118-253
R1	118-280	118-280	118-244	118-252
PP	118-225	118-225	118-225	118-211
S1	118-180	118-180	118-226	118-152
S2	118-125	118-125	118-217
S3	118-025	118-080	118-208
S4	117-245	117-300	118-180

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	119-252	118-170	1-082	1.1%	0-130	0.3%	16%	False	True	859,731
10	120-015	118-170	1-165	1.3%	0-119	0.3%	13%	False	True	782,109
20	120-105	118-170	1-255	1.5%	0-110	0.3%	11%	False	True	795,560
40	120-105	118-170	1-255	1.5%	0-094	0.2%	11%	False	True	414,084

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	120-055
2.618	119-212
1.618	119-112
1.000	119-050
0.618	119-012
HIGH	118-270
0.618	118-232
0.500	118-220
0.382	118-208
LOW	118-170
0.618	118-108
1.000	118-070
1.618	118-008
2.618	117-228
4.250	117-065

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	118-230	118-242
PP	118-225	118-240
S1	118-220	118-238

Download as Excel Spreadsheet

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

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