ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 03-Dec-2013

Day Change Summary
	Previous	Current
	02-Dec-2013	03-Dec-2013	Change	Change %	Previous Week
Open	121-227	121-180	-0-047	-0.1%	121-225
High	121-247	121-232	-0-015	0.0%	121-302
Low	121-150	121-165	0-015	0.0%	121-185
Close	121-175	121-222	0-047	0.1%	121-255
Range	0-097	0-067	-0-030	-30.9%	0-117
ATR	0-094	0-092	-0-002	-2.1%	0-000
Volume	198,555	100,866	-97,689	-49.2%	3,555,620

Daily Pivots for day following 03-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-087	122-062	121-259
R3	122-020	121-315	121-240
R2	121-273	121-273	121-234
R1	121-248	121-248	121-228	121-260
PP	121-206	121-206	121-206	121-213
S1	121-181	121-181	121-216	121-194
S2	121-139	121-139	121-210
S3	121-072	121-114	121-204
S4	121-005	121-047	121-185

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-278	122-224	121-319
R3	122-161	122-107	121-287
R2	122-044	122-044	121-276
R1	121-310	121-310	121-266	122-017
PP	121-247	121-247	121-247	121-261
S1	121-193	121-193	121-244	121-220
S2	121-130	121-130	121-234
S3	121-013	121-076	121-223
S4	120-216	120-279	121-191

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-302	121-150	0-152	0.4%	0-079	0.2%	47%	False	False	552,149
10	121-302	121-135	0-167	0.4%	0-080	0.2%	52%	False	False	703,737
20	122-052	121-030	1-022	0.9%	0-097	0.2%	56%	False	False	611,648
40	122-052	120-210	1-162	1.2%	0-092	0.2%	69%	False	False	524,473
60	122-052	118-262	3-110	2.7%	0-102	0.3%	86%	False	False	537,971
80	122-052	118-100	3-272	3.2%	0-110	0.3%	88%	False	False	493,364
100	122-052	118-100	3-272	3.2%	0-099	0.3%	88%	False	False	394,950

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

Fibonacci Retracements and Extensions
4.250	122-197
2.618	122-087
1.618	122-020
1.000	121-299
0.618	121-273
HIGH	121-232
0.618	121-206
0.500	121-198
0.382	121-191
LOW	121-165
0.618	121-124
1.000	121-098
1.618	121-057
2.618	120-310
4.250	120-200

Fisher Pivots for day following 03-Dec-2013
Pivot	1 day	3 day
R1	121-214	121-217
PP	121-206	121-211
S1	121-198	121-206

Download as Excel Spreadsheet

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

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