ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 12-Nov-2013

Day Change Summary
	Previous	Current
	11-Nov-2013	12-Nov-2013	Change	Change %	Previous Week
Open	121-102	121-085	-0-017	0.0%	121-132
High	121-135	121-102	-0-033	-0.1%	122-052
Low	121-082	121-030	-0-052	-0.1%	121-055
Close	121-087	121-047	-0-040	-0.1%	121-105
Range	0-053	0-072	0-019	35.8%	0-317
ATR	0-107	0-105	-0-003	-2.3%	0-000
Volume	79,836	463,789	383,953	480.9%	2,951,267

Daily Pivots for day following 12-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-276	121-233	121-087
R3	121-204	121-161	121-067
R2	121-132	121-132	121-060
R1	121-089	121-089	121-054	121-074
PP	121-060	121-060	121-060	121-052
S1	121-017	121-017	121-040	121-002
S2	120-308	120-308	121-034
S3	120-236	120-265	121-027
S4	120-164	120-193	121-007

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-168	123-294	121-279
R3	123-171	122-297	121-192
R2	122-174	122-174	121-163
R1	121-300	121-300	121-134	121-238
PP	121-177	121-177	121-177	121-147
S1	120-303	120-303	121-076	120-242
S2	120-180	120-180	121-047
S3	119-183	119-306	121-018
S4	118-186	118-309	120-251

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-052	121-030	1-022	0.9%	0-132	0.3%	5%	False	True	528,878
10	122-052	121-030	1-022	0.9%	0-112	0.3%	5%	False	True	520,575
20	122-052	120-230	1-142	1.2%	0-096	0.2%	30%	False	False	473,511
40	122-052	119-140	2-232	2.2%	0-105	0.3%	63%	False	False	486,306
60	122-052	118-100	3-272	3.2%	0-116	0.3%	74%	False	False	506,866
80	122-052	118-100	3-272	3.2%	0-107	0.3%	74%	False	False	380,901

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-088
2.618	121-290
1.618	121-218
1.000	121-174
0.618	121-146
HIGH	121-102
0.618	121-074
0.500	121-066
0.382	121-058
LOW	121-030
0.618	120-306
1.000	120-278
1.618	120-234
2.618	120-162
4.250	120-044

Fisher Pivots for day following 12-Nov-2013
Pivot	1 day	3 day
R1	121-066	121-201
PP	121-060	121-150
S1	121-053	121-098

Download as Excel Spreadsheet

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

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