ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 22-Nov-2013

Day Change Summary
	Previous	Current
	21-Nov-2013	22-Nov-2013	Change	Change %	Previous Week
Open	121-187	121-207	0-020	0.1%	121-210
High	121-240	121-230	-0-010	0.0%	121-282
Low	121-135	121-180	0-045	0.1%	121-135
Close	121-207	121-220	0-013	0.0%	121-220
Range	0-105	0-050	-0-055	-52.4%	0-147
ATR	0-103	0-099	-0-004	-3.7%	0-000
Volume	944,233	716,871	-227,362	-24.1%	3,548,448

Daily Pivots for day following 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-040	122-020	121-248
R3	121-310	121-290	121-234
R2	121-260	121-260	121-229
R1	121-240	121-240	121-225	121-250
PP	121-210	121-210	121-210	121-215
S1	121-190	121-190	121-215	121-200
S2	121-160	121-160	121-211
S3	121-110	121-140	121-206
S4	121-060	121-090	121-192

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-013	122-264	121-301
R3	122-186	122-117	121-260
R2	122-039	122-039	121-247
R1	121-290	121-290	121-233	122-004
PP	121-212	121-212	121-212	121-230
S1	121-143	121-143	121-207	121-178
S2	121-065	121-065	121-193
S3	120-238	120-316	121-180
S4	120-091	120-169	121-139

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-282	121-135	0-147	0.4%	0-085	0.2%	58%	False	False	709,689
10	121-282	121-030	0-252	0.6%	0-086	0.2%	75%	False	False	570,943
20	122-052	121-030	1-022	0.9%	0-098	0.3%	56%	False	False	552,189
40	122-052	120-210	1-162	1.2%	0-095	0.2%	68%	False	False	499,053
60	122-052	118-100	3-272	3.2%	0-111	0.3%	88%	False	False	550,540
80	122-052	118-100	3-272	3.2%	0-109	0.3%	88%	False	False	445,291
100	122-052	118-100	3-272	3.2%	0-096	0.2%	88%	False	False	356,428

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	122-122
2.618	122-041
1.618	121-311
1.000	121-280
0.618	121-261
HIGH	121-230
0.618	121-211
0.500	121-205
0.382	121-199
LOW	121-180
0.618	121-149
1.000	121-130
1.618	121-099
2.618	121-049
4.250	120-288

Fisher Pivots for day following 22-Nov-2013
Pivot	1 day	3 day
R1	121-215	121-215
PP	121-210	121-210
S1	121-205	121-205

Download as Excel Spreadsheet

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

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