ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 12-Dec-2013

Day Change Summary
	Previous	Current
	11-Dec-2013	12-Dec-2013	Change	Change %	Previous Week
Open	126-020	125-235	-0-105	-0.3%	126-160
High	126-035	125-275	-0-080	-0.2%	126-190
Low	125-230	125-140	-0-090	-0.2%	125-040
Close	125-260	125-180	-0-080	-0.2%	125-185
Range	0-125	0-135	0-010	8.0%	1-150
ATR	0-174	0-171	-0-003	-1.6%	0-000
Volume	8,908	13,507	4,599	51.6%	507,842

Daily Pivots for day following 12-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-283	126-207	125-254
R3	126-148	126-072	125-217
R2	126-013	126-013	125-205
R1	125-257	125-257	125-192	125-228
PP	125-198	125-198	125-198	125-184
S1	125-122	125-122	125-168	125-092
S2	125-063	125-063	125-155
S3	124-248	124-307	125-143
S4	124-113	124-172	125-106

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	126-070	125-040	1-030	0.9%	0-155	0.4%	40%	False	False	22,437
10	126-225	125-040	1-185	1.3%	0-154	0.4%	28%	False	False	82,202
20	127-055	125-040	2-015	1.6%	0-158	0.4%	21%	False	False	709,289
40	128-020	125-040	2-300	2.3%	0-171	0.4%	15%	False	False	828,139
60	128-020	124-295	3-045	2.5%	0-172	0.4%	20%	False	False	864,150
80	128-020	122-070	5-270	4.7%	0-193	0.5%	57%	False	False	900,971
100	128-020	122-070	5-270	4.7%	0-194	0.5%	57%	False	False	723,043
120	128-020	122-070	5-270	4.7%	0-181	0.5%	57%	False	False	602,669

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	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-209
2.618	126-308
1.618	126-173
1.000	126-090
0.618	126-038
HIGH	125-275
0.618	125-223
0.500	125-208
0.382	125-192
LOW	125-140
0.618	125-057
1.000	125-005
1.618	124-242
2.618	124-107
4.250	123-206

Fisher Pivots for day following 12-Dec-2013
Pivot	1 day	3 day
R1	125-208	125-265
PP	125-198	125-237
S1	125-189	125-208

Download as Excel Spreadsheet

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

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