ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 08-Oct-2013

Day Change Summary
	Previous	Current
	07-Oct-2013	08-Oct-2013	Change	Change %	Previous Week
Open	121-002	120-310	-0-012	0.0%	121-017
High	121-052	121-025	-0-027	-0.1%	121-097
Low	120-302	120-255	-0-047	-0.1%	120-252
Close	120-307	120-277	-0-030	-0.1%	120-307
Range	0-070	0-090	0-020	28.6%	0-165
ATR	0-123	0-121	-0-002	-1.9%	0-000
Volume	290,008	455,542	165,534	57.1%	2,548,231

Daily Pivots for day following 08-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-242	121-190	121-006
R3	121-152	121-100	120-302
R2	121-062	121-062	120-294
R1	121-010	121-010	120-285	120-311
PP	120-292	120-292	120-292	120-283
S1	120-240	120-240	120-269	120-221
S2	120-202	120-202	120-260
S3	120-112	120-150	120-252
S4	120-022	120-060	120-228

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-180	122-089	121-078
R3	122-015	121-244	121-032
R2	121-170	121-170	121-017
R1	121-079	121-079	121-002	121-042
PP	121-005	121-005	121-005	120-307
S1	120-234	120-234	120-292	120-197
S2	120-160	120-160	120-277
S3	119-315	120-069	120-262
S4	119-150	119-224	120-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-097	120-252	0-165	0.4%	0-101	0.3%	15%	False	False	427,341
10	121-097	120-195	0-222	0.6%	0-095	0.2%	37%	False	False	472,822
20	121-097	118-262	2-155	2.1%	0-123	0.3%	82%	False	False	559,636
40	121-097	118-100	2-317	2.5%	0-129	0.3%	85%	False	False	473,636
60	121-097	118-100	2-317	2.5%	0-104	0.3%	85%	False	False	316,185

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-088
2.618	121-261
1.618	121-171
1.000	121-115
0.618	121-081
HIGH	121-025
0.618	120-311
0.500	120-300
0.382	120-289
LOW	120-255
0.618	120-199
1.000	120-165
1.618	120-109
2.618	120-019
4.250	119-192

Fisher Pivots for day following 08-Oct-2013
Pivot	1 day	3 day
R1	120-300	121-004
PP	120-292	120-308
S1	120-285	120-292

Download as Excel Spreadsheet

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

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