ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 15-Oct-2013

Day Change Summary
	Previous	Current
	14-Oct-2013	15-Oct-2013	Change	Change %	Previous Week
Open	121-040	120-255	-0-105	-0.3%	121-002
High	121-040	121-000	-0-040	-0.1%	121-052
Low	120-242	120-245	0-003	0.0%	120-210
Close	120-270	120-295	0-025	0.1%	121-002
Range	0-118	0-075	-0-043	-36.4%	0-162
ATR	0-114	0-111	-0-003	-2.5%	0-000
Volume	76,186	431,929	355,743	466.9%	2,269,759

Daily Pivots for day following 15-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-192	121-158	121-016
R3	121-117	121-083	120-316
R2	121-042	121-042	120-309
R1	121-008	121-008	120-302	121-025
PP	120-287	120-287	120-287	120-295
S1	120-253	120-253	120-288	120-270
S2	120-212	120-212	120-281
S3	120-137	120-178	120-274
S4	120-062	120-103	120-254

Weekly Pivots for week ending 11-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-147	122-077	121-091
R3	121-305	121-235	121-047
R2	121-143	121-143	121-032
R1	121-073	121-073	121-017	121-083
PP	120-301	120-301	120-301	120-306
S1	120-231	120-231	120-307	120-241
S2	120-139	120-139	120-292
S3	119-297	120-069	120-277
S4	119-135	119-227	120-233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-040	120-210	0-150	0.4%	0-091	0.2%	57%	False	False	406,464
10	121-097	120-210	0-207	0.5%	0-096	0.2%	41%	False	False	416,903
20	121-097	119-140	1-277	1.5%	0-114	0.3%	80%	False	False	499,101
40	121-097	118-100	2-317	2.5%	0-126	0.3%	87%	False	False	523,543
60	121-097	118-100	2-317	2.5%	0-110	0.3%	87%	False	False	350,031

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-319
2.618	121-196
1.618	121-121
1.000	121-075
0.618	121-046
HIGH	121-000
0.618	120-291
0.500	120-282
0.382	120-274
LOW	120-245
0.618	120-199
1.000	120-170
1.618	120-124
2.618	120-049
4.250	119-246

Fisher Pivots for day following 15-Oct-2013
Pivot	1 day	3 day
R1	120-291	120-301
PP	120-287	120-299
S1	120-282	120-297

Download as Excel Spreadsheet

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

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