ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 03-Dec-2013

Day Change Summary
	Previous	Current
	02-Dec-2013	03-Dec-2013	Change	Change %	Previous Week
Open	126-160	126-055	-0-105	-0.3%	126-195
High	126-190	126-165	-0-025	-0.1%	127-020
Low	126-005	126-030	0-025	0.1%	126-130
Close	126-050	126-125	0-075	0.2%	126-205
Range	0-185	0-135	-0-050	-27.0%	0-210
ATR	0-176	0-173	-0-003	-1.7%	0-000
Volume	191,595	94,654	-96,941	-50.6%	5,675,284

Daily Pivots for day following 03-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-192	127-133	126-199
R3	127-057	126-318	126-162
R2	126-242	126-242	126-150
R1	126-183	126-183	126-137	126-212
PP	126-107	126-107	126-107	126-121
S1	126-048	126-048	126-113	126-078
S2	125-292	125-292	126-100
S3	125-157	125-233	126-088
S4	125-022	125-098	126-051

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-215	128-100	127-000
R3	128-005	127-210	126-263
R2	127-115	127-115	126-244
R1	127-000	127-000	126-224	127-058
PP	126-225	126-225	126-225	126-254
S1	126-110	126-110	126-186	126-168
S2	126-015	126-015	126-166
S3	125-125	125-220	126-147
S4	124-235	125-010	126-090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-020	126-005	1-015	0.8%	0-140	0.3%	36%	False	False	861,360
10	127-055	125-290	1-085	1.0%	0-154	0.4%	38%	False	False	1,108,513
20	127-225	125-230	1-315	1.6%	0-181	0.4%	34%	False	False	1,045,336
40	128-020	125-170	2-170	2.0%	0-172	0.4%	34%	False	False	977,961
60	128-020	122-250	5-090	4.2%	0-184	0.5%	68%	False	False	999,913
80	128-020	122-070	5-270	4.6%	0-198	0.5%	71%	False	False	898,917
100	128-020	122-070	5-270	4.6%	0-192	0.5%	71%	False	False	720,151

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-099
2.618	127-198
1.618	127-063
1.000	126-300
0.618	126-248
HIGH	126-165
0.618	126-113
0.500	126-098
0.382	126-082
LOW	126-030
0.618	125-267
1.000	125-215
1.618	125-132
2.618	124-317
4.250	124-096

Fisher Pivots for day following 03-Dec-2013
Pivot	1 day	3 day
R1	126-116	126-122
PP	126-107	126-118
S1	126-098	126-115

Download as Excel Spreadsheet

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

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