ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 01-Nov-2013

Day Change Summary
	Previous	Current
	31-Oct-2013	01-Nov-2013	Change	Change %	Previous Week
Open	121-207	121-195	-0-012	0.0%	121-217
High	121-267	121-202	-0-065	-0.2%	121-305
Low	121-162	121-125	-0-037	-0.1%	121-125
Close	121-220	121-140	-0-080	-0.2%	121-140
Range	0-105	0-077	-0-028	-26.7%	0-180
ATR	0-096	0-096	0-000	0.0%	0-000
Volume	632,848	521,535	-111,313	-17.6%	2,383,094

Daily Pivots for day following 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-067	122-020	121-182
R3	121-310	121-263	121-161
R2	121-233	121-233	121-154
R1	121-186	121-186	121-147	121-171
PP	121-156	121-156	121-156	121-148
S1	121-109	121-109	121-133	121-094
S2	121-079	121-079	121-126
S3	121-002	121-032	121-119
S4	120-245	120-275	121-098

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-090	122-295	121-239
R3	122-230	122-115	121-190
R2	122-050	122-050	121-173
R1	121-255	121-255	121-156	121-222
PP	121-190	121-190	121-190	121-174
S1	121-075	121-075	121-124	121-042
S2	121-010	121-010	121-107
S3	120-150	120-215	121-090
S4	119-290	120-035	121-041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-305	121-125	0-180	0.5%	0-082	0.2%	8%	False	True	476,618
10	121-305	121-075	0-230	0.6%	0-078	0.2%	28%	False	False	441,399
20	121-305	120-210	1-095	1.1%	0-086	0.2%	60%	False	False	437,660
40	121-305	118-262	3-043	2.6%	0-106	0.3%	84%	False	False	508,065
60	121-305	118-100	3-205	3.0%	0-113	0.3%	86%	False	False	449,236
80	121-305	118-100	3-205	3.0%	0-100	0.3%	86%	False	False	337,249

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	0-021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-209
2.618	122-084
1.618	122-007
1.000	121-279
0.618	121-250
HIGH	121-202
0.618	121-173
0.500	121-164
0.382	121-154
LOW	121-125
0.618	121-077
1.000	121-048
1.618	121-000
2.618	120-243
4.250	120-118

Fisher Pivots for day following 01-Nov-2013
Pivot	1 day	3 day
R1	121-164	121-215
PP	121-156	121-190
S1	121-148	121-165

Download as Excel Spreadsheet

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

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