ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	120-092	120-080	-0-012	0.0%	120-162
High	120-102	120-107	0-005	0.0%	120-192
Low	120-092	120-080	-0-012	0.0%	120-080
Close	120-102	120-107	0-005	0.0%	120-107
Range	0-010	0-027	0-017	170.0%	0-112
ATR	0-080	0-076	-0-004	-4.7%	0-000
Volume	1,456	4,723	3,267	224.4%	12,342

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-179	120-170	120-122
R3	120-152	120-143	120-114
R2	120-125	120-125	120-112
R1	120-116	120-116	120-109	120-120
PP	120-098	120-098	120-098	120-100
S1	120-089	120-089	120-105	120-094
S2	120-071	120-071	120-102
S3	120-044	120-062	120-100
S4	120-017	120-035	120-092

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-142	121-077	120-169
R3	121-030	120-285	120-138
R2	120-238	120-238	120-128
R1	120-173	120-173	120-117	120-150
PP	120-126	120-126	120-126	120-115
S1	120-061	120-061	120-097	120-038
S2	120-014	120-014	120-086
S3	119-222	119-269	120-076
S4	119-110	119-157	120-045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-205	120-080	0-125	0.3%	0-040	0.1%	22%	False	True	3,317
10	121-102	120-080	1-022	0.9%	0-055	0.1%	8%	False	True	6,476
20	121-262	120-080	1-182	1.3%	0-066	0.2%	5%	False	True	37,291
40	122-052	120-080	1-292	1.6%	0-082	0.2%	4%	False	True	349,921
60	122-052	120-080	1-292	1.6%	0-084	0.2%	4%	False	True	374,320
80	122-052	118-100	3-272	3.2%	0-098	0.3%	53%	False	False	437,056
100	122-052	118-100	3-272	3.2%	0-099	0.3%	53%	False	False	398,014
120	122-052	118-100	3-272	3.2%	0-093	0.2%	53%	False	False	331,864

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

Fibonacci Retracements and Extensions
4.250	120-222
2.618	120-178
1.618	120-151
1.000	120-134
0.618	120-124
HIGH	120-107
0.618	120-097
0.500	120-094
0.382	120-090
LOW	120-080
0.618	120-063
1.000	120-053
1.618	120-036
2.618	120-009
4.250	119-285

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	120-102	120-128
PP	120-098	120-121
S1	120-094	120-114

Download as Excel Spreadsheet

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

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