ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 25-Nov-2013

Day Change Summary
	Previous	Current
	22-Nov-2013	25-Nov-2013	Change	Change %	Previous Week
Open	121-207	121-225	0-018	0.0%	121-210
High	121-230	121-247	0-017	0.0%	121-282
Low	121-180	121-185	0-005	0.0%	121-135
Close	121-220	121-235	0-015	0.0%	121-220
Range	0-050	0-062	0-012	24.0%	0-147
ATR	0-099	0-096	-0-003	-2.7%	0-000
Volume	716,871	1,094,294	377,423	52.6%	3,548,448

Daily Pivots for day following 25-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-088	122-064	121-269
R3	122-026	122-002	121-252
R2	121-284	121-284	121-246
R1	121-260	121-260	121-241	121-272
PP	121-222	121-222	121-222	121-228
S1	121-198	121-198	121-229	121-210
S2	121-160	121-160	121-224
S3	121-098	121-136	121-218
S4	121-036	121-074	121-201

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	121-275	121-135	0-140	0.4%	0-081	0.2%	71%	False	False	855,326
10	121-282	121-030	0-252	0.6%	0-087	0.2%	81%	False	False	672,389
20	122-052	121-030	1-022	0.9%	0-099	0.3%	60%	False	False	592,419
40	122-052	120-210	1-162	1.2%	0-094	0.2%	72%	False	False	511,592
60	122-052	118-100	3-272	3.2%	0-111	0.3%	89%	False	False	557,625
80	122-052	118-100	3-272	3.2%	0-106	0.3%	89%	False	False	458,958
100	122-052	118-100	3-272	3.2%	0-097	0.2%	89%	False	False	367,370

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-190
2.618	122-089
1.618	122-027
1.000	121-309
0.618	121-285
HIGH	121-247
0.618	121-223
0.500	121-216
0.382	121-209
LOW	121-185
0.618	121-147
1.000	121-123
1.618	121-085
2.618	121-023
4.250	120-242

Fisher Pivots for day following 25-Nov-2013
Pivot	1 day	3 day
R1	121-229	121-220
PP	121-222	121-206
S1	121-216	121-191

Download as Excel Spreadsheet

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

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