ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 02-Dec-2013

Day Change Summary
	Previous	Current
	29-Nov-2013	02-Dec-2013	Change	Change %	Previous Week
Open	121-237	121-227	-0-010	0.0%	121-225
High	121-262	121-247	-0-015	0.0%	121-302
Low	121-205	121-150	-0-055	-0.1%	121-185
Close	121-255	121-175	-0-080	-0.2%	121-255
Range	0-057	0-097	0-040	70.2%	0-117
ATR	0-093	0-094	0-001	0.9%	0-000
Volume	119,685	198,555	78,870	65.9%	3,555,620

Daily Pivots for day following 02-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-162	122-105	121-228
R3	122-065	122-008	121-202
R2	121-288	121-288	121-193
R1	121-231	121-231	121-184	121-211
PP	121-191	121-191	121-191	121-180
S1	121-134	121-134	121-166	121-114
S2	121-094	121-094	121-157
S3	120-317	121-037	121-148
S4	120-220	120-260	121-122

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	121-150	0-152	0.4%	0-078	0.2%	16%	False	True	750,835
10	121-302	121-135	0-167	0.4%	0-082	0.2%	24%	False	False	730,262
20	122-052	121-030	1-022	0.9%	0-097	0.2%	42%	False	False	620,743
40	122-052	120-210	1-162	1.2%	0-092	0.2%	59%	False	False	529,202
60	122-052	118-262	3-110	2.8%	0-103	0.3%	82%	False	False	545,625
80	122-052	118-100	3-272	3.2%	0-109	0.3%	84%	False	False	492,112
100	122-052	118-100	3-272	3.2%	0-099	0.3%	84%	False	False	393,948

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-019
2.618	122-181
1.618	122-084
1.000	122-024
0.618	121-307
HIGH	121-247
0.618	121-210
0.500	121-198
0.382	121-187
LOW	121-150
0.618	121-090
1.000	121-053
1.618	120-313
2.618	120-216
4.250	120-058

Fisher Pivots for day following 02-Dec-2013
Pivot	1 day	3 day
R1	121-198	121-221
PP	121-191	121-206
S1	121-183	121-190

Download as Excel Spreadsheet

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

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