ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 06-Dec-2013

Day Change Summary
	Previous	Current
	05-Dec-2013	06-Dec-2013	Change	Change %	Previous Week
Open	125-310	125-210	-0-100	-0.2%	126-160
High	126-015	125-300	-0-035	-0.1%	126-190
Low	125-165	125-040	-0-125	-0.3%	125-040
Close	125-235	125-185	-0-050	-0.1%	125-185
Range	0-170	0-260	0-090	52.9%	1-150
ATR	0-175	0-181	0-006	3.5%	0-000
Volume	76,839	38,475	-38,364	-49.9%	507,842

Daily Pivots for day following 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-315	127-190	126-008
R3	127-055	126-250	125-256
R2	126-115	126-115	125-233
R1	125-310	125-310	125-209	125-242
PP	125-175	125-175	125-175	125-141
S1	125-050	125-050	125-161	124-302
S2	124-235	124-235	125-137
S3	123-295	124-110	125-114
S4	123-035	123-170	125-042

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-055	129-110	126-124
R3	128-225	127-280	125-314
R2	127-075	127-075	125-271
R1	126-130	126-130	125-228	126-028
PP	125-245	125-245	125-245	125-194
S1	124-300	124-300	125-142	124-198
S2	124-095	124-095	125-099
S3	122-265	123-150	125-056
S4	121-115	122-000	124-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-190	125-040	1-150	1.2%	0-190	0.5%	31%	False	True	101,568
10	127-020	125-040	1-300	1.5%	0-157	0.4%	23%	False	True	716,331
20	127-225	125-040	2-185	2.1%	0-184	0.5%	18%	False	True	884,660
40	128-020	125-040	2-300	2.3%	0-177	0.4%	15%	False	True	904,327
60	128-020	122-300	5-040	4.1%	0-185	0.5%	52%	False	False	946,713
80	128-020	122-070	5-270	4.7%	0-199	0.5%	57%	False	False	901,273
100	128-020	122-070	5-270	4.7%	0-193	0.5%	57%	False	False	722,349

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	129-125
2.618	128-021
1.618	127-081
1.000	126-240
0.618	126-141
HIGH	125-300
0.618	125-201
0.500	125-170
0.382	125-139
LOW	125-040
0.618	124-199
1.000	124-100
1.618	123-259
2.618	122-319
4.250	121-215

Fisher Pivots for day following 06-Dec-2013
Pivot	1 day	3 day
R1	125-180	125-245
PP	125-175	125-225
S1	125-170	125-205

Download as Excel Spreadsheet

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

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