ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 17-Dec-2013

Day Change Summary
	Previous	Current
	16-Dec-2013	17-Dec-2013	Change	Change %	Previous Week
Open	121-015	121-045	0-030	0.1%	121-067
High	121-040	121-075	0-035	0.1%	121-145
Low	121-007	121-045	0-038	0.1%	120-305
Close	121-017	121-075	0-058	0.1%	121-010
Range	0-033	0-030	-0-003	-9.1%	0-160
ATR	0-082	0-080	-0-002	-2.1%	0-000
Volume	17,378	5,326	-12,052	-69.4%	83,167

Daily Pivots for day following 17-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-155	121-145	121-092
R3	121-125	121-115	121-083
R2	121-095	121-095	121-080
R1	121-085	121-085	121-078	121-090
PP	121-065	121-065	121-065	121-068
S1	121-055	121-055	121-072	121-060
S2	121-035	121-035	121-070
S3	121-005	121-025	121-067
S4	120-295	120-315	121-058

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	121-130	120-305	0-145	0.4%	0-048	0.1%	62%	False	False	9,399
10	121-217	120-305	0-232	0.6%	0-066	0.2%	39%	False	False	29,195
20	121-302	120-305	0-317	0.8%	0-073	0.2%	28%	False	False	366,466
40	122-052	120-305	1-067	1.0%	0-085	0.2%	23%	False	False	423,305
60	122-052	120-165	1-207	1.4%	0-088	0.2%	44%	False	False	434,360
80	122-052	118-100	3-272	3.2%	0-103	0.3%	76%	False	False	492,795
100	122-052	118-100	3-272	3.2%	0-102	0.3%	76%	False	False	397,743

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 90 trading days

Fibonacci Retracements and Extensions
4.250	121-202
2.618	121-154
1.618	121-124
1.000	121-105
0.618	121-094
HIGH	121-075
0.618	121-064
0.500	121-060
0.382	121-056
LOW	121-045
0.618	121-026
1.000	121-015
1.618	120-316
2.618	120-286
4.250	120-238

Fisher Pivots for day following 17-Dec-2013
Pivot	1 day	3 day
R1	121-070	121-060
PP	121-065	121-045
S1	121-060	121-030

Download as Excel Spreadsheet

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

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