ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 11-Dec-2013

Day Change Summary
	Previous	Current
	10-Dec-2013	11-Dec-2013	Change	Change %	Previous Week
Open	120-100	120-142	0-042	0.1%	120-272
High	120-167	120-152	-0-015	0.0%	120-290
Low	120-090	120-072	-0-018	0.0%	119-317
Close	120-157	120-097	-0-060	-0.2%	120-067
Range	0-077	0-080	0-003	3.9%	0-293
ATR	0-084	0-085	0-000	0.0%	0-000
Volume	415,796	378,468	-37,328	-9.0%	3,348,044

Daily Pivots for day following 11-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-027	120-302	120-141
R3	120-267	120-222	120-119
R2	120-187	120-187	120-112
R1	120-142	120-142	120-104	120-124
PP	120-107	120-107	120-107	120-098
S1	120-062	120-062	120-090	120-044
S2	120-027	120-027	120-082
S3	119-267	119-302	120-075
S4	119-187	119-222	120-053

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-037	122-185	120-228
R3	122-064	121-212	120-148
R2	121-091	121-091	120-121
R1	120-239	120-239	120-094	120-178
PP	120-118	120-118	120-118	120-088
S1	119-266	119-266	120-040	119-206
S2	119-145	119-145	120-013
S3	118-172	118-293	119-306
S4	117-199	118-000	119-226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-190	119-317	0-193	0.5%	0-090	0.2%	52%	False	False	525,250
10	121-022	119-317	1-025	0.9%	0-090	0.2%	29%	False	False	561,646
20	121-030	119-317	1-033	0.9%	0-083	0.2%	28%	False	False	396,916
40	121-030	119-317	1-033	0.9%	0-069	0.2%	28%	False	False	199,918

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-172
2.618	121-041
1.618	120-281
1.000	120-232
0.618	120-201
HIGH	120-152
0.618	120-121
0.500	120-112
0.382	120-103
LOW	120-072
0.618	120-023
1.000	119-312
1.618	119-263
2.618	119-183
4.250	119-052

Fisher Pivots for day following 11-Dec-2013
Pivot	1 day	3 day
R1	120-112	120-112
PP	120-107	120-107
S1	120-102	120-102

Download as Excel Spreadsheet

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

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