ECBOT 10 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 17-Dec-2013

Day Change Summary
	Previous	Current
	16-Dec-2013	17-Dec-2013	Change	Change %	Previous Week
Open	125-195	125-180	-0-015	0.0%	125-190
High	125-255	125-285	0-030	0.1%	126-070
Low	125-150	125-180	0-030	0.1%	125-140
Close	125-170	125-265	0-095	0.2%	125-180
Range	0-105	0-105	0-000	0.0%	0-250
ATR	0-159	0-156	-0-003	-2.0%	0-000
Volume	17,077	21,340	4,263	25.0%	85,299

Daily Pivots for day following 17-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-238	126-197	126-003
R3	126-133	126-092	125-294
R2	126-028	126-028	125-284
R1	125-307	125-307	125-275	126-008
PP	125-243	125-243	125-243	125-254
S1	125-202	125-202	125-255	125-222
S2	125-138	125-138	125-246
S3	125-033	125-097	125-236
S4	124-248	124-312	125-207

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	126-035	125-140	0-215	0.5%	0-106	0.3%	58%	False	False	14,484
10	126-130	125-040	1-090	1.0%	0-142	0.4%	55%	False	False	34,530
20	127-055	125-040	2-015	1.6%	0-148	0.4%	34%	False	False	571,522
40	128-020	125-040	2-300	2.3%	0-165	0.4%	24%	False	False	759,934
60	128-020	125-040	2-300	2.3%	0-166	0.4%	24%	False	False	815,099
80	128-020	122-070	5-270	4.6%	0-187	0.5%	62%	False	False	898,811
100	128-020	122-070	5-270	4.6%	0-191	0.5%	62%	False	False	723,258
120	128-020	122-070	5-270	4.6%	0-180	0.4%	62%	False	False	603,085

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-026

Fibonacci Retracements and Extensions
4.250	127-091
2.618	126-240
1.618	126-135
1.000	126-070
0.618	126-030
HIGH	125-285
0.618	125-245
0.500	125-232
0.382	125-220
LOW	125-180
0.618	125-115
1.000	125-075
1.618	125-010
2.618	124-225
4.250	124-054

Fisher Pivots for day following 17-Dec-2013
Pivot	1 day	3 day
R1	125-254	125-249
PP	125-243	125-233
S1	125-232	125-218

Download as Excel Spreadsheet

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

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