ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 10-Oct-2013

Day Change Summary
	Previous	Current
	09-Oct-2013	10-Oct-2013	Change	Change %	Previous Week
Open	120-270	120-277	0-007	0.0%	121-017
High	121-020	120-300	-0-040	-0.1%	121-097
Low	120-247	120-210	-0-037	-0.1%	120-252
Close	120-300	120-282	-0-018	0.0%	120-307
Range	0-093	0-090	-0-003	-3.2%	0-165
ATR	0-119	0-117	-0-002	-1.7%	0-000
Volume	491,481	648,961	157,480	32.0%	2,548,231

Daily Pivots for day following 10-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-214	121-178	121-012
R3	121-124	121-088	120-307
R2	121-034	121-034	120-298
R1	120-318	120-318	120-290	121-016
PP	120-264	120-264	120-264	120-273
S1	120-228	120-228	120-274	120-246
S2	120-174	120-174	120-266
S3	120-084	120-138	120-257
S4	119-314	120-048	120-232

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	121-072	120-210	0-182	0.5%	0-089	0.2%	40%	False	True	451,325
10	121-097	120-210	0-207	0.5%	0-098	0.3%	35%	False	True	489,132
20	121-097	118-280	2-137	2.0%	0-120	0.3%	83%	False	False	549,644
40	121-097	118-100	2-317	2.5%	0-129	0.3%	86%	False	False	501,917
60	121-097	118-100	2-317	2.5%	0-106	0.3%	86%	False	False	335,191

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-042
2.618	121-216
1.618	121-126
1.000	121-070
0.618	121-036
HIGH	120-300
0.618	120-266
0.500	120-255
0.382	120-244
LOW	120-210
0.618	120-154
1.000	120-120
1.618	120-064
2.618	119-294
4.250	119-148

Fisher Pivots for day following 10-Oct-2013
Pivot	1 day	3 day
R1	120-273	120-280
PP	120-264	120-279
S1	120-255	120-278

Download as Excel Spreadsheet

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

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