ECBOT 5 Year T-Note Future March 2014

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

Day Change Summary
	Previous	Current
	29-Oct-2013	30-Oct-2013	Change	Change %	Previous Week
Open	120-260	121-020	0-080	0.2%	120-170
High	120-310	121-020	0-030	0.1%	120-290
Low	120-260	120-280	0-020	0.1%	120-140
Close	120-310	120-280	-0-030	-0.1%	120-280
Range	0-050	0-060	0-010	20.0%	0-150
ATR	0-046	0-047	0-001	2.2%	0-000
Volume	1,145	2,524	1,379	120.4%	2,221

Daily Pivots for day following 30-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-160	121-120	120-313
R3	121-100	121-060	120-296
R2	121-040	121-040	120-291
R1	121-000	121-000	120-286	120-310
PP	120-300	120-300	120-300	120-295
S1	120-260	120-260	120-274	120-250
S2	120-240	120-240	120-269
S3	120-180	120-200	120-264
S4	120-120	120-140	120-247

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-047	121-313	121-042
R3	121-217	121-163	121-001
R2	121-067	121-067	120-308
R1	121-013	121-013	120-294	121-040
PP	120-237	120-237	120-237	120-250
S1	120-183	120-183	120-266	120-210
S2	120-087	120-087	120-252
S3	119-257	120-033	120-239
S4	119-107	119-203	120-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-020	120-230	0-110	0.3%	0-034	0.1%	45%	True	False	938
10	121-020	120-070	0-270	0.7%	0-047	0.1%	78%	True	False	638

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-003
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-275
2.618	121-177
1.618	121-117
1.000	121-080
0.618	121-057
HIGH	121-020
0.618	120-317
0.500	120-310
0.382	120-303
LOW	120-280
0.618	120-243
1.000	120-220
1.618	120-183
2.618	120-123
4.250	120-025

Fisher Pivots for day following 30-Oct-2013
Pivot	1 day	3 day
R1	120-310	120-295
PP	120-300	120-290
S1	120-290	120-285

Download as Excel Spreadsheet

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

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