ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 31-Dec-2013

Day Change Summary
	Previous	Current
	30-Dec-2013	31-Dec-2013	Change	Change %	Previous Week
Open	119-095	119-135	0-040	0.1%	119-190
High	119-142	119-140	-0-002	0.0%	119-202
Low	119-067	119-067	0-000	0.0%	119-060
Close	119-130	119-100	-0-030	-0.1%	119-085
Range	0-075	0-073	-0-002	-2.7%	0-142
ATR	0-092	0-090	-0-001	-1.4%	0-000
Volume	267,376	246,713	-20,663	-7.7%	791,026

Daily Pivots for day following 31-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-001	119-284	119-140
R3	119-248	119-211	119-120
R2	119-175	119-175	119-113
R1	119-138	119-138	119-107	119-120
PP	119-102	119-102	119-102	119-094
S1	119-065	119-065	119-093	119-047
S2	119-029	119-029	119-087
S3	118-276	118-312	119-080
S4	118-203	118-239	119-060

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-222	120-135	119-163
R3	120-080	119-313	119-124
R2	119-258	119-258	119-111
R1	119-171	119-171	119-098	119-144
PP	119-116	119-116	119-116	119-102
S1	119-029	119-029	119-072	119-002
S2	118-294	118-294	119-059
S3	118-152	118-207	119-046
S4	118-010	118-065	119-007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-185	119-060	0-125	0.3%	0-073	0.2%	32%	False	False	206,979
10	120-147	119-060	1-087	1.1%	0-103	0.3%	10%	False	False	405,500
20	120-270	119-060	1-210	1.4%	0-093	0.2%	8%	False	False	462,553
40	121-030	119-060	1-290	1.6%	0-085	0.2%	7%	False	False	334,238
60	121-030	119-060	1-290	1.6%	0-067	0.2%	7%	False	False	223,010

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-130
2.618	120-011
1.618	119-258
1.000	119-213
0.618	119-185
HIGH	119-140
0.618	119-112
0.500	119-104
0.382	119-095
LOW	119-067
0.618	119-022
1.000	118-314
1.618	118-269
2.618	118-196
4.250	118-077

Fisher Pivots for day following 31-Dec-2013
Pivot	1 day	3 day
R1	119-104	119-101
PP	119-102	119-101
S1	119-101	119-100

Download as Excel Spreadsheet

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

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