ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 05-Dec-2013

Day Change Summary
	Previous	Current
	04-Dec-2013	05-Dec-2013	Change	Change %	Previous Week
Open	126-105	125-310	-0-115	-0.3%	126-195
High	126-130	126-015	-0-115	-0.3%	127-020
Low	125-250	125-165	-0-085	-0.2%	126-130
Close	125-300	125-235	-0-065	-0.2%	126-205
Range	0-200	0-170	-0-030	-15.0%	0-210
ATR	0-175	0-175	0-000	-0.2%	0-000
Volume	106,279	76,839	-29,440	-27.7%	5,675,284

Daily Pivots for day following 05-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-115	127-025	126-008
R3	126-265	126-175	125-282
R2	126-095	126-095	125-266
R1	126-005	126-005	125-251	125-285
PP	125-245	125-245	125-245	125-225
S1	125-155	125-155	125-219	125-115
S2	125-075	125-075	125-204
S3	124-225	124-305	125-188
S4	124-055	124-135	125-142

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	126-225	125-165	1-060	0.9%	0-153	0.4%	18%	False	True	141,968
10	127-020	125-165	1-175	1.2%	0-149	0.4%	14%	False	True	873,902
20	127-225	125-165	2-060	1.7%	0-180	0.4%	10%	False	True	946,241
40	128-020	125-165	2-175	2.0%	0-175	0.4%	9%	False	True	936,132
60	128-020	122-300	5-040	4.1%	0-184	0.5%	55%	False	False	964,549
80	128-020	122-070	5-270	4.6%	0-197	0.5%	60%	False	False	901,019
100	128-020	122-070	5-270	4.6%	0-193	0.5%	60%	False	False	721,975

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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-098
2.618	127-140
1.618	126-290
1.000	126-185
0.618	126-120
HIGH	126-015
0.618	125-270
0.500	125-250
0.382	125-230
LOW	125-165
0.618	125-060
1.000	124-315
1.618	124-210
2.618	124-040
4.250	123-082

Fisher Pivots for day following 05-Dec-2013
Pivot	1 day	3 day
R1	125-250	126-005
PP	125-245	125-295
S1	125-240	125-265

Download as Excel Spreadsheet

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

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