ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 25-Mar-2014

Day Change Summary
	Previous	Current
	24-Mar-2014	25-Mar-2014	Change	Change %	Previous Week
Open	118-267	118-240	-0-027	-0.1%	119-257
High	118-270	118-287	0-017	0.0%	119-275
Low	118-170	118-217	0-047	0.1%	118-225
Close	118-235	118-262	0-027	0.1%	118-265
Range	0-100	0-070	-0-030	-30.0%	1-050
ATR	0-108	0-105	-0-003	-2.5%	0-000
Volume	859,663	716,265	-143,398	-16.7%	3,954,263

Daily Pivots for day following 25-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-145	119-114	118-300
R3	119-075	119-044	118-281
R2	119-005	119-005	118-275
R1	118-294	118-294	118-268	118-310
PP	118-255	118-255	118-255	118-263
S1	118-224	118-224	118-256	118-240
S2	118-185	118-185	118-249
S3	118-115	118-154	118-243
S4	118-045	118-084	118-224

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%	0-132	0.3%	23%	False	False	892,904
10	120-015	118-170	1-165	1.3%	0-120	0.3%	19%	False	False	800,457
20	120-105	118-170	1-255	1.5%	0-110	0.3%	16%	False	False	793,924
40	120-105	118-170	1-255	1.5%	0-094	0.2%	16%	False	False	431,891

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-264
2.618	119-150
1.618	119-080
1.000	119-037
0.618	119-010
HIGH	118-287
0.618	118-260
0.500	118-252
0.382	118-244
LOW	118-217
0.618	118-174
1.000	118-147
1.618	118-104
2.618	118-034
4.250	117-240

Fisher Pivots for day following 25-Mar-2014
Pivot	1 day	3 day
R1	118-259	118-254
PP	118-255	118-246
S1	118-252	118-238

Download as Excel Spreadsheet

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

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