ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 24-Jul-2013

Day Change Summary
	Previous	Current
	23-Jul-2013	24-Jul-2013	Change	Change %	Previous Week
Open	120-200	120-200	0-000	0.0%	120-030
High	120-230	120-250	0-020	0.1%	120-250
Low	120-190	120-130	-0-060	-0.2%	120-030
Close	120-220	120-130	-0-090	-0.2%	120-240
Range	0-040	0-120	0-080	200.0%	0-220
ATR	0-084	0-087	0-003	3.0%	0-000
Volume	278	1,504	1,226	441.0%	1,623

Daily Pivots for day following 24-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-210	121-130	120-196
R3	121-090	121-010	120-163
R2	120-290	120-290	120-152
R1	120-210	120-210	120-141	120-190
PP	120-170	120-170	120-170	120-160
S1	120-090	120-090	120-119	120-070
S2	120-050	120-050	120-108
S3	119-250	119-290	120-097
S4	119-130	119-170	120-064

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-193	122-117	121-041
R3	121-293	121-217	120-300
R2	121-073	121-073	120-280
R1	120-317	120-317	120-260	121-035
PP	120-173	120-173	120-173	120-192
S1	120-097	120-097	120-220	120-135
S2	119-273	119-273	120-200
S3	119-053	119-197	120-180
S4	118-153	118-297	120-119

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-250	120-130	0-120	0.3%	0-034	0.1%	0%	True	True	658
10	120-250	120-010	0-240	0.6%	0-046	0.1%	50%	True	False	579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-120
2.618	121-244
1.618	121-124
1.000	121-050
0.618	121-004
HIGH	120-250
0.618	120-204
0.500	120-190
0.382	120-176
LOW	120-130
0.618	120-056
1.000	120-010
1.618	119-256
2.618	119-136
4.250	118-260

Fisher Pivots for day following 24-Jul-2013
Pivot	1 day	3 day
R1	120-190	120-190
PP	120-170	120-170
S1	120-150	120-150

Download as Excel Spreadsheet

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

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