ECBOT 5 Year T-Note Future June 2014

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	118-302	118-260	-0-042	-0.1%	118-267
High	119-012	119-005	-0-007	0.0%	119-040
Low	118-257	118-210	-0-047	-0.1%	118-170
Close	118-285	118-305	0-020	0.1%	118-285
Range	0-075	0-115	0-040	53.3%	0-190
ATR	0-103	0-104	0-001	0.9%	0-000
Volume	522,352	820,123	297,771	57.0%	3,766,719

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-305	119-260	119-048
R3	119-190	119-145	119-017
R2	119-075	119-075	119-006
R1	119-030	119-030	118-316	119-052
PP	118-280	118-280	118-280	118-291
S1	118-235	118-235	118-294	118-258
S2	118-165	118-165	118-284
S3	118-050	118-120	118-273
S4	117-255	118-005	118-242

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-202	120-113	119-070
R3	120-012	119-243	119-017
R2	119-142	119-142	119-000
R1	119-053	119-053	118-302	119-098
PP	118-272	118-272	118-272	118-294
S1	118-183	118-183	118-268	118-228
S2	118-082	118-082	118-250
S3	117-212	117-313	118-233
S4	117-022	117-123	118-180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-040	118-210	0-150	0.4%	0-093	0.2%	63%	False	True	745,435
10	119-252	118-170	1-082	1.1%	0-111	0.3%	34%	False	False	802,583
20	120-032	118-170	1-182	1.3%	0-108	0.3%	27%	False	False	738,349
40	120-105	118-170	1-255	1.5%	0-098	0.3%	23%	False	False	506,924

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-174
2.618	119-306
1.618	119-191
1.000	119-120
0.618	119-076
HIGH	119-005
0.618	118-281
0.500	118-268
0.382	118-254
LOW	118-210
0.618	118-139
1.000	118-095
1.618	118-024
2.618	117-229
4.250	117-041

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	118-292	118-297
PP	118-280	118-288
S1	118-268	118-280

Download as Excel Spreadsheet

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

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