ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 12-Dec-2013

Day Change Summary
	Previous	Current
	11-Dec-2013	12-Dec-2013	Change	Change %	Previous Week
Open	121-130	121-062	-0-068	-0.2%	121-227
High	121-130	121-075	-0-055	-0.1%	121-247
Low	121-077	121-002	-0-075	-0.2%	120-312
Close	121-080	121-012	-0-068	-0.2%	121-052
Range	0-053	0-073	0-020	37.7%	0-255
ATR	0-089	0-088	-0-001	-0.9%	0-000
Volume	8,151	8,855	704	8.6%	485,503

Daily Pivots for day following 12-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-249	121-203	121-052
R3	121-176	121-130	121-032
R2	121-103	121-103	121-025
R1	121-057	121-057	121-019	121-044
PP	121-030	121-030	121-030	121-023
S1	120-304	120-304	121-005	120-290
S2	120-277	120-277	120-319
S3	120-204	120-231	120-312
S4	120-131	120-158	120-292

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	121-145	120-312	0-153	0.4%	0-070	0.2%	13%	False	False	27,772
10	121-262	120-312	0-270	0.7%	0-077	0.2%	7%	False	False	68,107
20	121-302	120-312	0-310	0.8%	0-079	0.2%	6%	False	False	438,317
40	122-052	120-312	1-060	1.0%	0-088	0.2%	5%	False	False	455,027
60	122-052	120-070	1-302	1.6%	0-092	0.2%	42%	False	False	460,898
80	122-052	118-100	3-272	3.2%	0-108	0.3%	71%	False	False	496,053
100	122-052	118-100	3-272	3.2%	0-102	0.3%	71%	False	False	397,546

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-065
2.618	121-266
1.618	121-193
1.000	121-148
0.618	121-120
HIGH	121-075
0.618	121-047
0.500	121-038
0.382	121-030
LOW	121-002
0.618	120-277
1.000	120-249
1.618	120-204
2.618	120-131
4.250	120-012

Fisher Pivots for day following 12-Dec-2013
Pivot	1 day	3 day
R1	121-038	121-074
PP	121-030	121-053
S1	121-021	121-032

Download as Excel Spreadsheet

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

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