ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 24-Dec-2013

Day Change Summary
	Previous	Current
	23-Dec-2013	24-Dec-2013	Change	Change %	Previous Week
Open	120-162	120-160	-0-002	0.0%	121-015
High	120-192	120-175	-0-017	0.0%	121-102
Low	120-162	120-097	-0-065	-0.2%	120-150
Close	120-170	120-097	-0-073	-0.2%	120-205
Range	0-030	0-078	0-048	160.0%	0-272
ATR	0-086	0-085	-0-001	-0.7%	0-000
Volume	3,810	2,353	-1,457	-38.2%	45,139

Daily Pivots for day following 24-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-037	120-305	120-140
R3	120-279	120-227	120-118
R2	120-201	120-201	120-111
R1	120-149	120-149	120-104	120-136
PP	120-123	120-123	120-123	120-116
S1	120-071	120-071	120-090	120-058
S2	120-045	120-045	120-083
S3	119-287	119-313	120-076
S4	119-209	119-235	120-054

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	120-097	1-005	0.8%	0-080	0.2%	0%	False	True	5,719
10	121-130	120-097	1-033	0.9%	0-064	0.2%	0%	False	True	7,559
20	121-302	120-097	1-205	1.4%	0-073	0.2%	0%	False	True	154,064
40	122-052	120-097	1-275	1.5%	0-086	0.2%	0%	False	True	373,242
60	122-052	120-097	1-275	1.5%	0-087	0.2%	0%	False	True	392,416
80	122-052	118-100	3-272	3.2%	0-101	0.3%	52%	False	False	456,735
100	122-052	118-100	3-272	3.2%	0-100	0.3%	52%	False	False	397,980
120	122-052	118-100	3-272	3.2%	0-093	0.2%	52%	False	False	331,819

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-186
2.618	121-059
1.618	120-301
1.000	120-253
0.618	120-223
HIGH	120-175
0.618	120-145
0.500	120-136
0.382	120-127
LOW	120-097
0.618	120-049
1.000	120-019
1.618	119-291
2.618	119-213
4.250	119-086

Fisher Pivots for day following 24-Dec-2013
Pivot	1 day	3 day
R1	120-136	120-151
PP	120-123	120-133
S1	120-110	120-115

Download as Excel Spreadsheet

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

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