ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	121-232	121-210	-0-022	-0.1%	121-102
High	121-242	121-282	0-040	0.1%	121-247
Low	121-187	121-202	0-015	0.0%	121-030
Close	121-217	121-257	0-040	0.1%	121-217
Range	0-055	0-080	0-025	45.5%	0-217
ATR	0-106	0-104	-0-002	-1.7%	0-000
Volume	418,183	366,112	-52,071	-12.5%	2,160,987

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-167	122-132	121-301
R3	122-087	122-052	121-279
R2	122-007	122-007	121-272
R1	121-292	121-292	121-264	121-310
PP	121-247	121-247	121-247	121-256
S1	121-212	121-212	121-250	121-230
S2	121-167	121-167	121-242
S3	121-087	121-132	121-235
S4	121-007	121-052	121-213

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-176	123-093	122-016
R3	122-279	122-196	121-277
R2	122-062	122-062	121-257
R1	121-299	121-299	121-237	122-020
PP	121-165	121-165	121-165	121-185
S1	121-082	121-082	121-197	121-124
S2	120-268	120-268	121-177
S3	120-051	120-185	121-157
S4	119-154	119-288	121-098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-282	121-030	0-252	0.6%	0-092	0.2%	90%	True	False	489,452
10	122-052	121-030	1-022	0.9%	0-114	0.3%	66%	False	False	519,559
20	122-052	121-030	1-022	0.9%	0-096	0.2%	66%	False	False	480,145
40	122-052	120-165	1-207	1.4%	0-095	0.2%	78%	False	False	468,307
60	122-052	118-100	3-272	3.2%	0-113	0.3%	91%	False	False	534,905
80	122-052	118-100	3-272	3.2%	0-109	0.3%	91%	False	False	405,563

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 2 trading days

Fibonacci Retracements and Extensions
4.250	122-302
2.618	122-171
1.618	122-091
1.000	122-042
0.618	122-011
HIGH	121-282
0.618	121-251
0.500	121-242
0.382	121-233
LOW	121-202
0.618	121-153
1.000	121-122
1.618	121-073
2.618	120-313
4.250	120-182

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	121-252	121-245
PP	121-247	121-234
S1	121-242	121-222

Download as Excel Spreadsheet

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

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