ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 23-Dec-2013

Day Change Summary
	Previous	Current
	20-Dec-2013	23-Dec-2013	Change	Change %	Previous Week
Open	120-172	120-162	-0-010	0.0%	121-015
High	120-205	120-192	-0-013	0.0%	121-102
Low	120-150	120-162	0-012	0.0%	120-150
Close	120-205	120-170	-0-035	-0.1%	120-205
Range	0-055	0-030	-0-025	-45.5%	0-272
ATR	0-089	0-086	-0-003	-3.7%	0-000
Volume	4,245	3,810	-435	-10.2%	45,139

Daily Pivots for day following 23-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-265	120-247	120-186
R3	120-235	120-217	120-178
R2	120-205	120-205	120-176
R1	120-187	120-187	120-173	120-196
PP	120-175	120-175	120-175	120-179
S1	120-157	120-157	120-167	120-166
S2	120-145	120-145	120-164
S3	120-115	120-127	120-162
S4	120-085	120-097	120-154

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%	0-070	0.2%	7%	False	False	6,314
10	121-145	120-150	0-315	0.8%	0-062	0.2%	6%	False	False	8,776
20	121-302	120-150	1-152	1.2%	0-072	0.2%	4%	False	False	208,661
40	122-052	120-150	1-222	1.4%	0-085	0.2%	4%	False	False	380,425
60	122-052	120-150	1-222	1.4%	0-087	0.2%	4%	False	False	402,256
80	122-052	118-100	3-272	3.2%	0-101	0.3%	58%	False	False	465,070
100	122-052	118-100	3-272	3.2%	0-101	0.3%	58%	False	False	397,965
120	122-052	118-100	3-272	3.2%	0-092	0.2%	58%	False	False	331,800

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-000
2.618	120-271
1.618	120-241
1.000	120-222
0.618	120-211
HIGH	120-192
0.618	120-181
0.500	120-177
0.382	120-173
LOW	120-162
0.618	120-143
1.000	120-132
1.618	120-113
2.618	120-083
4.250	120-034

Fisher Pivots for day following 23-Dec-2013
Pivot	1 day	3 day
R1	120-177	120-236
PP	120-175	120-214
S1	120-172	120-192

Download as Excel Spreadsheet

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

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