ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 15-Nov-2013

Day Change Summary
	Previous	Current
	14-Nov-2013	15-Nov-2013	Change	Change %	Previous Week
Open	121-205	121-232	0-027	0.1%	121-102
High	121-247	121-242	-0-005	0.0%	121-247
Low	121-162	121-187	0-025	0.1%	121-030
Close	121-230	121-217	-0-013	0.0%	121-217
Range	0-085	0-055	-0-030	-35.3%	0-217
ATR	0-109	0-106	-0-004	-3.6%	0-000
Volume	682,710	418,183	-264,527	-38.7%	2,160,987

Daily Pivots for day following 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-060	122-034	121-247
R3	122-005	121-299	121-232
R2	121-270	121-270	121-227
R1	121-244	121-244	121-222	121-230
PP	121-215	121-215	121-215	121-208
S1	121-189	121-189	121-212	121-174
S2	121-160	121-160	121-207
S3	121-105	121-134	121-202
S4	121-050	121-079	121-187

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-176	123-093	122-016
R3	122-279	122-196	121-277
R2	122-062	122-062	121-257
R1	121-299	121-299	121-237	122-020
PP	121-165	121-165	121-165	121-185
S1	121-082	121-082	121-197	121-124
S2	120-268	120-268	121-177
S3	120-051	120-185	121-157
S4	119-154	119-288	121-098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-247	121-030	0-217	0.6%	0-087	0.2%	86%	False	False	432,197
10	122-052	121-030	1-022	0.9%	0-112	0.3%	55%	False	False	511,225
20	122-052	121-030	1-022	0.9%	0-095	0.2%	55%	False	False	476,312
40	122-052	120-082	1-290	1.6%	0-096	0.2%	75%	False	False	468,161
60	122-052	118-100	3-272	3.2%	0-115	0.3%	87%	False	False	530,666
80	122-052	118-100	3-272	3.2%	0-108	0.3%	87%	False	False	400,997

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-156
2.618	122-066
1.618	122-011
1.000	121-297
0.618	121-276
HIGH	121-242
0.618	121-221
0.500	121-214
0.382	121-208
LOW	121-187
0.618	121-153
1.000	121-132
1.618	121-098
2.618	121-043
4.250	120-273

Fisher Pivots for day following 15-Nov-2013
Pivot	1 day	3 day
R1	121-216	121-194
PP	121-215	121-170
S1	121-214	121-147

Download as Excel Spreadsheet

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

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