ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 16-Dec-2013

Day Change Summary
	Previous	Current
	13-Dec-2013	16-Dec-2013	Change	Change %	Previous Week
Open	125-185	125-195	0-010	0.0%	125-190
High	125-210	125-255	0-045	0.1%	126-070
Low	125-150	125-150	0-000	0.0%	125-140
Close	125-180	125-170	-0-010	0.0%	125-180
Range	0-060	0-105	0-045	75.0%	0-250
ATR	0-163	0-159	-0-004	-2.5%	0-000
Volume	11,589	17,077	5,488	47.4%	85,299

Daily Pivots for day following 16-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-187	126-123	125-228
R3	126-082	126-018	125-199
R2	125-297	125-297	125-189
R1	125-233	125-233	125-180	125-212
PP	125-192	125-192	125-192	125-181
S1	125-128	125-128	125-160	125-108
S2	125-087	125-087	125-151
S3	124-302	125-023	125-141
S4	124-197	124-238	125-112

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-027	127-193	125-318
R3	127-097	126-263	125-249
R2	126-167	126-167	125-226
R1	126-013	126-013	125-203	125-285
PP	125-237	125-237	125-237	125-212
S1	125-083	125-083	125-157	125-035
S2	124-307	124-307	125-134
S3	124-057	124-153	125-111
S4	123-127	123-223	125-042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-070	125-140	0-250	0.6%	0-114	0.3%	12%	False	False	17,977
10	126-165	125-040	1-125	1.1%	0-144	0.4%	29%	False	False	41,862
20	127-055	125-040	2-015	1.6%	0-151	0.4%	20%	False	False	607,407
40	128-020	125-040	2-300	2.3%	0-165	0.4%	14%	False	False	774,349
60	128-020	125-025	2-315	2.4%	0-167	0.4%	15%	False	False	825,475
80	128-020	122-070	5-270	4.7%	0-190	0.5%	57%	False	False	899,643
100	128-020	122-070	5-270	4.7%	0-191	0.5%	57%	False	False	723,099
120	128-020	122-070	5-270	4.7%	0-180	0.4%	57%	False	False	602,908

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-061
2.618	126-210
1.618	126-105
1.000	126-040
0.618	126-000
HIGH	125-255
0.618	125-215
0.500	125-202
0.382	125-190
LOW	125-150
0.618	125-085
1.000	125-045
1.618	124-300
2.618	124-195
4.250	124-024

Fisher Pivots for day following 16-Dec-2013
Pivot	1 day	3 day
R1	125-202	125-208
PP	125-192	125-195
S1	125-181	125-182

Download as Excel Spreadsheet

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

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