ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 28-Oct-2013

Day Change Summary
	Previous	Current
	25-Oct-2013	28-Oct-2013	Change	Change %	Previous Week
Open	121-182	121-217	0-035	0.1%	121-115
High	121-230	121-232	0-002	0.0%	121-250
Low	121-172	121-180	0-008	0.0%	121-075
Close	121-217	121-222	0-005	0.0%	121-217
Range	0-058	0-052	-0-006	-10.3%	0-175
ATR	0-099	0-096	-0-003	-3.4%	0-000
Volume	282,130	289,708	7,578	2.7%	2,030,902

Daily Pivots for day following 28-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-047	122-027	121-251
R3	121-315	121-295	121-236
R2	121-263	121-263	121-232
R1	121-243	121-243	121-227	121-253
PP	121-211	121-211	121-211	121-216
S1	121-191	121-191	121-217	121-201
S2	121-159	121-159	121-212
S3	121-107	121-139	121-208
S4	121-055	121-087	121-193

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-066	122-316	121-313
R3	122-211	122-141	121-265
R2	122-036	122-036	121-249
R1	121-286	121-286	121-233	122-001
PP	121-181	121-181	121-181	121-198
S1	121-111	121-111	121-201	121-146
S2	121-006	121-006	121-185
S3	120-151	120-256	121-169
S4	119-296	120-081	121-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-250	121-087	0-163	0.4%	0-072	0.2%	83%	False	False	406,229
10	121-250	120-230	1-020	0.9%	0-082	0.2%	92%	False	False	431,387
20	121-250	120-210	1-040	0.9%	0-089	0.2%	92%	False	False	430,766
40	121-250	118-100	3-150	2.9%	0-117	0.3%	97%	False	False	540,228
60	121-250	118-100	3-150	2.9%	0-109	0.3%	97%	False	False	414,472
80	121-250	118-100	3-150	2.9%	0-096	0.2%	97%	False	False	311,108

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	122-133
2.618	122-048
1.618	121-316
1.000	121-284
0.618	121-264
HIGH	121-232
0.618	121-212
0.500	121-206
0.382	121-200
LOW	121-180
0.618	121-148
1.000	121-128
1.618	121-096
2.618	121-044
4.250	120-279

Fisher Pivots for day following 28-Oct-2013
Pivot	1 day	3 day
R1	121-217	121-215
PP	121-211	121-208
S1	121-206	121-201

Download as Excel Spreadsheet

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

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