ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 25-Oct-2013

Day Change Summary
	Previous	Current
	24-Oct-2013	25-Oct-2013	Change	Change %	Previous Week
Open	121-190	121-182	-0-008	0.0%	121-115
High	121-232	121-230	-0-002	0.0%	121-250
Low	121-170	121-172	0-002	0.0%	121-075
Close	121-175	121-217	0-042	0.1%	121-217
Range	0-062	0-058	-0-004	-6.5%	0-175
ATR	0-102	0-099	-0-003	-3.1%	0-000
Volume	429,412	282,130	-147,282	-34.3%	2,030,902

Daily Pivots for day following 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-060	122-037	121-249
R3	122-002	121-299	121-233
R2	121-264	121-264	121-228
R1	121-241	121-241	121-222	121-252
PP	121-206	121-206	121-206	121-212
S1	121-183	121-183	121-212	121-194
S2	121-148	121-148	121-206
S3	121-090	121-125	121-201
S4	121-032	121-067	121-185

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-066	122-316	121-313
R3	122-211	122-141	121-265
R2	122-036	122-036	121-249
R1	121-286	121-286	121-233	122-001
PP	121-181	121-181	121-181	121-198
S1	121-111	121-111	121-201	121-146
S2	121-006	121-006	121-185
S3	120-151	120-256	121-169
S4	119-296	120-081	121-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-250	121-075	0-175	0.4%	0-074	0.2%	81%	False	False	406,180
10	121-250	120-230	1-020	0.9%	0-089	0.2%	90%	False	False	410,035
20	121-250	120-210	1-040	0.9%	0-092	0.2%	91%	False	False	445,917
40	121-250	118-100	3-150	2.9%	0-117	0.3%	97%	False	False	549,716
60	121-250	118-100	3-150	2.9%	0-112	0.3%	97%	False	False	409,658
80	121-250	118-100	3-150	2.9%	0-096	0.2%	97%	False	False	307,487

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	122-156
2.618	122-062
1.618	122-004
1.000	121-288
0.618	121-266
HIGH	121-230
0.618	121-208
0.500	121-201
0.382	121-194
LOW	121-172
0.618	121-136
1.000	121-114
1.618	121-078
2.618	121-020
4.250	120-246

Fisher Pivots for day following 25-Oct-2013
Pivot	1 day	3 day
R1	121-212	121-215
PP	121-206	121-212
S1	121-201	121-210

Download as Excel Spreadsheet

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

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