ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 06-Nov-2013

Day Change Summary
	Previous	Current
	05-Nov-2013	06-Nov-2013	Change	Change %	Previous Week
Open	121-165	121-135	-0-030	-0.1%	121-217
High	121-182	121-247	0-065	0.2%	121-305
Low	121-097	121-132	0-035	0.1%	121-125
Close	121-137	121-212	0-075	0.2%	121-140
Range	0-085	0-115	0-030	35.3%	0-180
ATR	0-093	0-095	0-002	1.7%	0-000
Volume	567,728	630,317	62,589	11.0%	2,383,094

Daily Pivots for day following 06-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-222	122-172	121-275
R3	122-107	122-057	121-244
R2	121-312	121-312	121-233
R1	121-262	121-262	121-223	121-287
PP	121-197	121-197	121-197	121-210
S1	121-147	121-147	121-201	121-172
S2	121-082	121-082	121-191
S3	120-287	121-032	121-180
S4	120-172	120-237	121-149

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	121-267	121-097	0-170	0.4%	0-090	0.2%	68%	False	False	527,040
10	121-305	121-097	0-208	0.5%	0-080	0.2%	55%	False	False	457,545
20	121-305	120-210	1-095	1.1%	0-087	0.2%	78%	False	False	449,849
40	121-305	118-280	3-025	2.5%	0-104	0.3%	91%	False	False	496,571
60	121-305	118-100	3-205	3.0%	0-114	0.3%	92%	False	False	473,879
80	121-305	118-100	3-205	3.0%	0-101	0.3%	92%	False	False	355,744

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-096
2.618	122-228
1.618	122-113
1.000	122-042
0.618	121-318
HIGH	121-247
0.618	121-203
0.500	121-190
0.382	121-176
LOW	121-132
0.618	121-061
1.000	121-017
1.618	120-266
2.618	120-151
4.250	119-283

Fisher Pivots for day following 06-Nov-2013
Pivot	1 day	3 day
R1	121-204	121-199
PP	121-197	121-185
S1	121-190	121-172

Download as Excel Spreadsheet

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

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