ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	121-287	121-237	-0-050	-0.1%	121-225
High	121-292	121-262	-0-030	-0.1%	121-302
Low	121-200	121-205	0-005	0.0%	121-185
Close	121-267	121-255	-0-012	0.0%	121-255
Range	0-092	0-057	-0-035	-38.0%	0-117
ATR	0-096	0-093	-0-002	-2.5%	0-000
Volume	937,470	119,685	-817,785	-87.2%	3,555,620

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-092	122-070	121-286
R3	122-035	122-013	121-271
R2	121-298	121-298	121-265
R1	121-276	121-276	121-260	121-287
PP	121-241	121-241	121-241	121-246
S1	121-219	121-219	121-250	121-230
S2	121-184	121-184	121-245
S3	121-127	121-162	121-239
S4	121-070	121-105	121-224

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-278	122-224	121-319
R3	122-161	122-107	121-287
R2	122-044	122-044	121-276
R1	121-310	121-310	121-266	122-017
PP	121-247	121-247	121-247	121-261
S1	121-193	121-193	121-244	121-220
S2	121-130	121-130	121-234
S3	121-013	121-076	121-223
S4	120-216	120-279	121-191

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-302	121-180	0-122	0.3%	0-069	0.2%	61%	False	False	854,498
10	121-302	121-135	0-167	0.4%	0-077	0.2%	72%	False	False	752,225
20	122-052	121-030	1-022	0.9%	0-096	0.2%	66%	False	False	636,892
40	122-052	120-210	1-162	1.2%	0-092	0.2%	76%	False	False	533,504
60	122-052	118-100	3-272	3.2%	0-106	0.3%	91%	False	False	557,179
80	122-052	118-100	3-272	3.2%	0-108	0.3%	91%	False	False	489,649
100	122-052	118-100	3-272	3.2%	0-099	0.3%	91%	False	False	391,975

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

Fibonacci Retracements and Extensions
4.250	122-184
2.618	122-091
1.618	122-034
1.000	121-319
0.618	121-297
HIGH	121-262
0.618	121-240
0.500	121-234
0.382	121-227
LOW	121-205
0.618	121-170
1.000	121-148
1.618	121-113
2.618	121-056
4.250	120-283

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	121-248	121-254
PP	121-241	121-252
S1	121-234	121-251

Download as Excel Spreadsheet

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

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