ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 18-Dec-2013

Day Change Summary
	Previous	Current
	17-Dec-2013	18-Dec-2013	Change	Change %	Previous Week
Open	121-045	121-067	0-022	0.1%	121-067
High	121-075	121-102	0-027	0.1%	121-145
Low	121-045	121-000	-0-045	-0.1%	120-305
Close	121-075	121-055	-0-020	-0.1%	121-010
Range	0-030	0-102	0-072	240.0%	0-160
ATR	0-080	0-082	0-002	1.9%	0-000
Volume	5,326	14,080	8,754	164.4%	83,167

Daily Pivots for day following 18-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-038	121-309	121-111
R3	121-256	121-207	121-083
R2	121-154	121-154	121-074
R1	121-105	121-105	121-064	121-078
PP	121-052	121-052	121-052	121-039
S1	121-003	121-003	121-046	120-296
S2	120-270	120-270	121-036
S3	120-168	120-221	121-027
S4	120-066	120-119	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	121-102	120-305	0-117	0.3%	0-058	0.1%	60%	True	False	10,584
10	121-150	120-305	0-165	0.4%	0-066	0.2%	42%	False	False	21,970
20	121-302	120-305	0-317	0.8%	0-074	0.2%	22%	False	False	341,704
40	122-052	120-305	1-067	1.0%	0-084	0.2%	18%	False	False	410,104
60	122-052	120-195	1-177	1.3%	0-088	0.2%	36%	False	False	425,961
80	122-052	118-100	3-272	3.2%	0-104	0.3%	74%	False	False	489,757
100	122-052	118-100	3-272	3.2%	0-102	0.3%	74%	False	False	397,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-216
2.618	122-049
1.618	121-267
1.000	121-204
0.618	121-165
HIGH	121-102
0.618	121-063
0.500	121-051
0.382	121-039
LOW	121-000
0.618	120-257
1.000	120-218
1.618	120-155
2.618	120-053
4.250	119-206

Fisher Pivots for day following 18-Dec-2013
Pivot	1 day	3 day
R1	121-054	121-054
PP	121-052	121-052
S1	121-051	121-051

Download as Excel Spreadsheet

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

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