ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 26-Sep-2013

Day Change Summary
	Previous	Current
	25-Sep-2013	26-Sep-2013	Change	Change %	Previous Week
Open	120-200	120-257	0-057	0.1%	119-182
High	120-287	120-280	-0-007	0.0%	120-272
Low	120-195	120-222	0-027	0.1%	119-140
Close	120-282	120-260	-0-022	-0.1%	120-130
Range	0-092	0-058	-0-034	-37.0%	1-132
ATR	0-145	0-139	-0-006	-4.2%	0-000
Volume	506,601	470,745	-35,856	-7.1%	3,708,007

Daily Pivots for day following 26-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-108	121-082	120-292
R3	121-050	121-024	120-276
R2	120-312	120-312	120-271
R1	120-286	120-286	120-265	120-299
PP	120-254	120-254	120-254	120-260
S1	120-228	120-228	120-255	120-241
S2	120-196	120-196	120-249
S3	120-138	120-170	120-244
S4	120-080	120-112	120-228

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-150	123-272	121-059
R3	123-018	122-140	120-254
R2	121-206	121-206	120-213
R1	121-008	121-008	120-171	121-107
PP	120-074	120-074	120-074	120-124
S1	119-196	119-196	120-089	119-295
S2	118-262	118-262	120-047
S3	117-130	118-064	120-006
S4	115-318	116-252	119-201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-287	120-070	0-217	0.6%	0-087	0.2%	88%	False	False	472,154
10	120-287	118-280	2-007	1.7%	0-142	0.4%	96%	False	False	610,156
20	120-287	118-100	2-187	2.1%	0-144	0.4%	97%	False	False	659,242
40	120-287	118-100	2-187	2.1%	0-123	0.3%	97%	False	False	380,139
60	120-287	118-100	2-187	2.1%	0-095	0.2%	97%	False	False	253,727

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	121-206
2.618	121-112
1.618	121-054
1.000	121-018
0.618	120-316
HIGH	120-280
0.618	120-258
0.500	120-251
0.382	120-244
LOW	120-222
0.618	120-186
1.000	120-164
1.618	120-128
2.618	120-070
4.250	119-296

Fisher Pivots for day following 26-Sep-2013
Pivot	1 day	3 day
R1	120-257	120-249
PP	120-254	120-237
S1	120-251	120-226

Download as Excel Spreadsheet

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

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