ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	121-002	120-172	-0-150	-0.4%	121-015
High	121-002	120-205	-0-117	-0.3%	121-102
Low	120-187	120-150	-0-037	-0.1%	120-150
Close	120-240	120-205	-0-035	-0.1%	120-205
Range	0-135	0-055	-0-080	-59.3%	0-272
ATR	0-089	0-089	0-000	0.1%	0-000
Volume	4,110	4,245	135	3.3%	45,139

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-032	121-013	120-235
R3	120-297	120-278	120-220
R2	120-242	120-242	120-215
R1	120-223	120-223	120-210	120-232
PP	120-187	120-187	120-187	120-191
S1	120-168	120-168	120-200	120-178
S2	120-132	120-132	120-195
S3	120-077	120-113	120-190
S4	120-022	120-058	120-175

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-115	122-272	121-035
R3	122-163	122-000	120-280
R2	121-211	121-211	120-255
R1	121-048	121-048	120-230	120-314
PP	120-259	120-259	120-259	120-232
S1	120-096	120-096	120-180	120-042
S2	119-307	119-307	120-155
S3	119-035	119-144	120-130
S4	118-083	118-192	120-055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-102	120-150	0-272	0.7%	0-071	0.2%	20%	False	True	9,027
10	121-145	120-150	0-315	0.8%	0-064	0.2%	17%	False	True	12,830
20	121-302	120-150	1-152	1.2%	0-073	0.2%	12%	False	True	244,315
40	122-052	120-150	1-222	1.4%	0-086	0.2%	10%	False	True	387,383
60	122-052	120-150	1-222	1.4%	0-089	0.2%	10%	False	True	409,811
80	122-052	118-100	3-272	3.2%	0-103	0.3%	60%	False	False	472,169
100	122-052	118-100	3-272	3.2%	0-102	0.3%	60%	False	False	397,942
120	122-052	118-100	3-272	3.2%	0-092	0.2%	60%	False	False	331,769

Crabel Price Patterns
NR	True
NR4	False
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	0-011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-119
2.618	121-029
1.618	120-294
1.000	120-260
0.618	120-239
HIGH	120-205
0.618	120-184
0.500	120-178
0.382	120-171
LOW	120-150
0.618	120-116
1.000	120-095
1.618	120-061
2.618	120-006
4.250	119-236

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	120-196	120-286
PP	120-187	120-259
S1	120-178	120-232

Download as Excel Spreadsheet

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

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