ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	121-067	121-095	0-028	0.1%	121-227
High	121-102	121-145	0-043	0.1%	121-247
Low	121-057	121-085	0-028	0.1%	120-312
Close	121-062	121-135	0-073	0.2%	121-052
Range	0-045	0-060	0-015	33.3%	0-255
ATR	0-092	0-092	-0-001	-0.7%	0-000
Volume	44,355	14,521	-29,834	-67.3%	485,503

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-302	121-278	121-168
R3	121-242	121-218	121-152
R2	121-182	121-182	121-146
R1	121-158	121-158	121-140	121-170
PP	121-122	121-122	121-122	121-128
S1	121-098	121-098	121-130	121-110
S2	121-062	121-062	121-124
S3	121-002	121-038	121-118
S4	120-262	120-298	121-102

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	121-217	120-312	0-225	0.6%	0-085	0.2%	64%	False	False	48,991
10	121-302	120-312	0-310	0.8%	0-082	0.2%	46%	False	False	300,570
20	121-302	120-312	0-310	0.8%	0-084	0.2%	46%	False	False	486,479
40	122-052	120-230	1-142	1.2%	0-090	0.2%	49%	False	False	479,199
60	122-052	119-140	2-232	2.2%	0-098	0.3%	73%	False	False	487,868
80	122-052	118-100	3-272	3.2%	0-108	0.3%	81%	False	False	496,075
100	122-052	118-100	3-272	3.2%	0-102	0.3%	81%	False	False	397,384

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-080
2.618	121-302
1.618	121-242
1.000	121-205
0.618	121-182
HIGH	121-145
0.618	121-122
0.500	121-115
0.382	121-108
LOW	121-085
0.618	121-048
1.000	121-025
1.618	120-308
2.618	120-248
4.250	120-150

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	121-128	121-113
PP	121-122	121-091
S1	121-115	121-068

Download as Excel Spreadsheet

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

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