ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	121-062	121-000	-0-062	-0.2%	121-067
High	121-075	121-035	-0-040	-0.1%	121-145
Low	121-002	120-305	-0-017	0.0%	120-305
Close	121-012	121-010	-0-002	0.0%	121-010
Range	0-073	0-050	-0-023	-31.5%	0-160
ATR	0-088	0-086	-0-003	-3.1%	0-000
Volume	8,855	7,285	-1,570	-17.7%	83,167

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-160	121-135	121-038
R3	121-110	121-085	121-024
R2	121-060	121-060	121-019
R1	121-035	121-035	121-015	121-048
PP	121-010	121-010	121-010	121-016
S1	120-305	120-305	121-005	120-318
S2	120-280	120-280	121-001
S3	120-230	120-255	120-316
S4	120-180	120-205	120-302

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-207	122-108	121-098
R3	122-047	121-268	121-054
R2	121-207	121-207	121-039
R1	121-108	121-108	121-025	121-078
PP	121-047	121-047	121-047	121-031
S1	120-268	120-268	120-315	120-238
S2	120-207	120-207	120-301
S3	120-047	120-108	120-286
S4	119-207	119-268	120-242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-145	120-305	0-160	0.4%	0-056	0.1%	16%	False	True	16,633
10	121-247	120-305	0-262	0.7%	0-076	0.2%	10%	False	True	56,867
20	121-302	120-305	0-317	0.8%	0-077	0.2%	8%	False	True	404,546
40	122-052	120-305	1-067	1.0%	0-087	0.2%	6%	False	True	441,730
60	122-052	120-070	1-302	1.6%	0-090	0.2%	42%	False	False	448,405
80	122-052	118-100	3-272	3.2%	0-106	0.3%	71%	False	False	494,872
100	122-052	118-100	3-272	3.2%	0-102	0.3%	71%	False	False	397,604

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-248
2.618	121-166
1.618	121-116
1.000	121-085
0.618	121-066
HIGH	121-035
0.618	121-016
0.500	121-010
0.382	121-004
LOW	120-305
0.618	120-274
1.000	120-255
1.618	120-224
2.618	120-174
4.250	120-092

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	121-010	121-058
PP	121-010	121-042
S1	121-010	121-026

Download as Excel Spreadsheet

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

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