ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 19-Dec-2013

Day Change Summary
	Previous	Current
	18-Dec-2013	19-Dec-2013	Change	Change %	Previous Week
Open	121-067	121-002	-0-065	-0.2%	121-067
High	121-102	121-002	-0-100	-0.3%	121-145
Low	121-000	120-187	-0-133	-0.3%	120-305
Close	121-055	120-240	-0-135	-0.3%	121-010
Range	0-102	0-135	0-033	32.4%	0-160
ATR	0-082	0-089	0-008	9.3%	0-000
Volume	14,080	4,110	-9,970	-70.8%	83,167

Daily Pivots for day following 19-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-015	121-262	120-314
R3	121-200	121-127	120-277
R2	121-065	121-065	120-265
R1	120-312	120-312	120-252	120-281
PP	120-250	120-250	120-250	120-234
S1	120-177	120-177	120-228	120-146
S2	120-115	120-115	120-215
S3	119-300	120-042	120-203
S4	119-165	119-227	120-166

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	120-187	0-235	0.6%	0-070	0.2%	23%	False	True	9,635
10	121-145	120-187	0-278	0.7%	0-070	0.2%	19%	False	True	18,704
20	121-302	120-187	1-115	1.1%	0-076	0.2%	12%	False	True	291,314
40	122-052	120-187	1-185	1.3%	0-086	0.2%	10%	False	True	398,013
60	122-052	120-187	1-185	1.3%	0-089	0.2%	10%	False	True	417,586
80	122-052	118-100	3-272	3.2%	0-103	0.3%	63%	False	False	482,733
100	122-052	118-100	3-272	3.2%	0-103	0.3%	63%	False	False	397,910

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	122-256
2.618	122-035
1.618	121-220
1.000	121-137
0.618	121-085
HIGH	121-002
0.618	120-270
0.500	120-254
0.382	120-239
LOW	120-187
0.618	120-104
1.000	120-052
1.618	119-289
2.618	119-154
4.250	118-253

Fisher Pivots for day following 19-Dec-2013
Pivot	1 day	3 day
R1	120-254	120-304
PP	120-250	120-283
S1	120-245	120-262

Download as Excel Spreadsheet

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

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