ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 04-Dec-2013

Day Change Summary
	Previous	Current
	03-Dec-2013	04-Dec-2013	Change	Change %	Previous Week
Open	121-180	121-215	0-035	0.1%	121-225
High	121-232	121-217	-0-015	0.0%	121-302
Low	121-165	121-115	-0-050	-0.1%	121-185
Close	121-222	121-137	-0-085	-0.2%	121-255
Range	0-067	0-102	0-035	52.2%	0-117
ATR	0-092	0-093	0-001	1.2%	0-000
Volume	100,866	86,328	-14,538	-14.4%	3,555,620

Daily Pivots for day following 04-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-142	122-082	121-193
R3	122-040	121-300	121-165
R2	121-258	121-258	121-156
R1	121-198	121-198	121-146	121-177
PP	121-156	121-156	121-156	121-146
S1	121-096	121-096	121-128	121-075
S2	121-054	121-054	121-118
S3	120-272	120-314	121-109
S4	120-170	120-212	121-081

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	121-292	121-115	0-177	0.5%	0-083	0.2%	12%	False	True	288,580
10	121-302	121-115	0-187	0.5%	0-082	0.2%	12%	False	True	661,439
20	122-052	121-030	1-022	0.9%	0-098	0.3%	31%	False	False	587,578
40	122-052	120-210	1-162	1.2%	0-092	0.2%	51%	False	False	515,243
60	122-052	118-262	3-110	2.8%	0-102	0.3%	78%	False	False	530,040
80	122-052	118-100	3-272	3.2%	0-110	0.3%	81%	False	False	494,439
100	122-052	118-100	3-272	3.2%	0-099	0.3%	81%	False	False	395,808

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

Fibonacci Retracements and Extensions
4.250	123-010
2.618	122-164
1.618	122-062
1.000	121-319
0.618	121-280
HIGH	121-217
0.618	121-178
0.500	121-166
0.382	121-154
LOW	121-115
0.618	121-052
1.000	121-013
1.618	120-270
2.618	120-168
4.250	120-002

Fisher Pivots for day following 04-Dec-2013
Pivot	1 day	3 day
R1	121-166	121-181
PP	121-156	121-166
S1	121-147	121-152

Download as Excel Spreadsheet

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

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