ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 06-Dec-2013

Day Change Summary
	Previous	Current
	05-Dec-2013	06-Dec-2013	Change	Change %	Previous Week
Open	121-142	121-072	-0-070	-0.2%	121-227
High	121-150	121-110	-0-040	-0.1%	121-247
Low	121-050	120-312	-0-058	-0.1%	120-312
Close	121-092	121-052	-0-040	-0.1%	121-052
Range	0-100	0-118	0-018	18.0%	0-255
ATR	0-094	0-095	0-002	1.9%	0-000
Volume	36,775	62,979	26,204	71.3%	485,503

Daily Pivots for day following 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-085	122-027	121-117
R3	121-287	121-229	121-084
R2	121-169	121-169	121-074
R1	121-111	121-111	121-063	121-081
PP	121-051	121-051	121-051	121-036
S1	120-313	120-313	121-041	120-283
S2	120-253	120-253	121-030
S3	120-135	120-195	121-020
S4	120-017	120-077	120-307

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-222	123-072	121-192
R3	122-287	122-137	121-122
R2	122-032	122-032	121-099
R1	121-202	121-202	121-075	121-150
PP	121-097	121-097	121-097	121-071
S1	120-267	120-267	121-029	120-214
S2	120-162	120-162	121-005
S3	119-227	120-012	120-302
S4	118-292	119-077	120-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-247	120-312	0-255	0.7%	0-097	0.2%	24%	False	True	97,100
10	121-302	120-312	0-310	0.8%	0-083	0.2%	19%	False	True	475,799
20	122-052	120-312	1-060	1.0%	0-098	0.3%	16%	False	True	524,971
40	122-052	120-230	1-142	1.2%	0-093	0.2%	31%	False	False	489,226
60	122-052	118-280	3-092	2.7%	0-102	0.3%	70%	False	False	509,365
80	122-052	118-100	3-272	3.2%	0-111	0.3%	74%	False	False	495,571
100	122-052	118-100	3-272	3.2%	0-101	0.3%	74%	False	False	396,805

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	0-018
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	122-292
2.618	122-099
1.618	121-301
1.000	121-228
0.618	121-183
HIGH	121-110
0.618	121-065
0.500	121-051
0.382	121-037
LOW	120-312
0.618	120-239
1.000	120-194
1.618	120-121
2.618	120-003
4.250	119-130

Fisher Pivots for day following 06-Dec-2013
Pivot	1 day	3 day
R1	121-052	121-104
PP	121-051	121-087
S1	121-051	121-070

Download as Excel Spreadsheet

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

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