ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	121-245	121-287	0-042	0.1%	121-210
High	121-302	121-292	-0-010	0.0%	121-282
Low	121-220	121-200	-0-020	-0.1%	121-135
Close	121-300	121-267	-0-033	-0.1%	121-220
Range	0-082	0-092	0-010	12.2%	0-147
ATR	0-095	0-096	0-000	0.4%	0-000
Volume	1,404,171	937,470	-466,701	-33.2%	3,548,448

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-209	122-170	121-318
R3	122-117	122-078	121-292
R2	122-025	122-025	121-284
R1	121-306	121-306	121-275	121-280
PP	121-253	121-253	121-253	121-240
S1	121-214	121-214	121-259	121-188
S2	121-161	121-161	121-250
S3	121-069	121-122	121-242
S4	120-297	121-030	121-216

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	121-302	121-135	0-167	0.4%	0-078	0.2%	79%	False	False	1,019,407
10	121-302	121-135	0-167	0.4%	0-080	0.2%	79%	False	False	808,527
20	122-052	121-030	1-022	0.9%	0-098	0.3%	69%	False	False	662,551
40	122-052	120-210	1-162	1.2%	0-093	0.2%	78%	False	False	542,834
60	122-052	118-100	3-272	3.2%	0-109	0.3%	91%	False	False	570,310
80	122-052	118-100	3-272	3.2%	0-107	0.3%	91%	False	False	488,195
100	122-052	118-100	3-272	3.2%	0-099	0.3%	91%	False	False	390,779

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	123-043
2.618	122-213
1.618	122-121
1.000	122-064
0.618	122-029
HIGH	121-292
0.618	121-257
0.500	121-246
0.382	121-235
LOW	121-200
0.618	121-143
1.000	121-108
1.618	121-051
2.618	120-279
4.250	120-129

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	121-260	121-259
PP	121-253	121-251
S1	121-246	121-244

Download as Excel Spreadsheet

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

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