ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	121-085	121-050	-0-035	-0.1%	121-132
High	121-102	121-217	0-115	0.3%	122-052
Low	121-030	121-047	0-017	0.0%	121-055
Close	121-047	121-135	0-088	0.2%	121-105
Range	0-072	0-170	0-098	136.1%	0-317
ATR	0-105	0-109	0-005	4.5%	0-000
Volume	463,789	516,469	52,680	11.4%	2,951,267

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-003	122-239	121-228
R3	122-153	122-069	121-182
R2	121-303	121-303	121-166
R1	121-219	121-219	121-151	121-261
PP	121-133	121-133	121-133	121-154
S1	121-049	121-049	121-119	121-091
S2	120-283	120-283	121-104
S3	120-113	120-199	121-088
S4	119-263	120-029	121-042

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%	0-143	0.4%	31%	False	False	506,108
10	122-052	121-030	1-022	0.9%	0-117	0.3%	31%	False	False	516,574
20	122-052	121-030	1-022	0.9%	0-098	0.3%	31%	False	False	471,737
40	122-052	120-070	1-302	1.6%	0-099	0.3%	62%	False	False	472,188
60	122-052	118-100	3-272	3.2%	0-117	0.3%	81%	False	False	515,298
80	122-052	118-100	3-272	3.2%	0-108	0.3%	81%	False	False	387,353

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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-300
2.618	123-022
1.618	122-172
1.000	122-067
0.618	122-002
HIGH	121-217
0.618	121-152
0.500	121-132
0.382	121-112
LOW	121-047
0.618	120-262
1.000	120-197
1.618	120-092
2.618	119-242
4.250	118-284

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	121-134	121-131
PP	121-133	121-127
S1	121-132	121-124

Download as Excel Spreadsheet

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

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