ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 16-Dec-2013

Day Change Summary
	Previous	Current
	13-Dec-2013	16-Dec-2013	Change	Change %	Previous Week
Open	121-000	121-015	0-015	0.0%	121-067
High	121-035	121-040	0-005	0.0%	121-145
Low	120-305	121-007	0-022	0.1%	120-305
Close	121-010	121-017	0-007	0.0%	121-010
Range	0-050	0-033	-0-017	-34.0%	0-160
ATR	0-086	0-082	-0-004	-4.4%	0-000
Volume	7,285	17,378	10,093	138.5%	83,167

Daily Pivots for day following 16-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-120	121-102	121-035
R3	121-087	121-069	121-026
R2	121-054	121-054	121-023
R1	121-036	121-036	121-020	121-045
PP	121-021	121-021	121-021	121-026
S1	121-003	121-003	121-014	121-012
S2	120-308	120-308	121-011
S3	120-275	120-290	121-008
S4	120-242	120-257	120-319

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%	0-054	0.1%	20%	False	False	11,238
10	121-232	120-305	0-247	0.6%	0-070	0.2%	13%	False	False	38,749
20	121-302	120-305	0-317	0.8%	0-076	0.2%	10%	False	False	384,505
40	122-052	120-305	1-067	1.0%	0-086	0.2%	8%	False	False	430,409
60	122-052	120-082	1-290	1.6%	0-089	0.2%	42%	False	False	440,276
80	122-052	118-100	3-272	3.2%	0-105	0.3%	71%	False	False	494,126
100	122-052	118-100	3-272	3.2%	0-102	0.3%	71%	False	False	397,698

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	121-180
2.618	121-126
1.618	121-093
1.000	121-073
0.618	121-060
HIGH	121-040
0.618	121-027
0.500	121-024
0.382	121-020
LOW	121-007
0.618	120-307
1.000	120-294
1.618	120-274
2.618	120-241
4.250	120-187

Fisher Pivots for day following 16-Dec-2013
Pivot	1 day	3 day
R1	121-024	121-030
PP	121-021	121-026
S1	121-019	121-021

Download as Excel Spreadsheet

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

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