ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 30-Dec-2013

Day Change Summary
	Previous	Current
	27-Dec-2013	30-Dec-2013	Change	Change %	Previous Week
Open	120-080	120-132	0-052	0.1%	120-162
High	120-107	120-155	0-048	0.1%	120-192
Low	120-080	120-125	0-045	0.1%	120-080
Close	120-107	120-150	0-043	0.1%	120-107
Range	0-027	0-030	0-003	11.1%	0-112
ATR	0-076	0-074	-0-002	-2.6%	0-000
Volume	4,723	1,811	-2,912	-61.7%	12,342

Daily Pivots for day following 30-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-233	120-222	120-166
R3	120-203	120-192	120-158
R2	120-173	120-173	120-156
R1	120-162	120-162	120-153	120-168
PP	120-143	120-143	120-143	120-146
S1	120-132	120-132	120-147	120-138
S2	120-113	120-113	120-144
S3	120-083	120-102	120-142
S4	120-053	120-072	120-134

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-142	121-077	120-169
R3	121-030	120-285	120-138
R2	120-238	120-238	120-128
R1	120-173	120-173	120-117	120-150
PP	120-126	120-126	120-126	120-115
S1	120-061	120-061	120-097	120-038
S2	120-014	120-014	120-086
S3	119-222	119-269	120-076
S4	119-110	119-157	120-045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-192	120-080	0-112	0.3%	0-035	0.1%	63%	False	False	2,830
10	121-102	120-080	1-022	0.9%	0-053	0.1%	20%	False	False	5,929
20	121-247	120-080	1-167	1.3%	0-065	0.2%	14%	False	False	31,398
40	122-052	120-080	1-292	1.6%	0-080	0.2%	11%	False	False	334,145
60	122-052	120-080	1-292	1.6%	0-083	0.2%	11%	False	False	366,135
80	122-052	118-100	3-272	3.2%	0-096	0.2%	56%	False	False	425,734
100	122-052	118-100	3-272	3.2%	0-099	0.3%	56%	False	False	397,999
120	122-052	118-100	3-272	3.2%	0-093	0.2%	56%	False	False	331,879

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-282
2.618	120-234
1.618	120-204
1.000	120-185
0.618	120-174
HIGH	120-155
0.618	120-144
0.500	120-140
0.382	120-136
LOW	120-125
0.618	120-106
1.000	120-095
1.618	120-076
2.618	120-046
4.250	119-318

Fisher Pivots for day following 30-Dec-2013
Pivot	1 day	3 day
R1	120-147	120-139
PP	120-143	120-128
S1	120-140	120-118

Download as Excel Spreadsheet

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

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