ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 23-Oct-2013

Day Change Summary
	Previous	Current
	22-Oct-2013	23-Oct-2013	Change	Change %	Previous Week
Open	120-180	120-290	0-110	0.3%	120-000
High	120-260	120-290	0-030	0.1%	120-210
Low	120-180	120-270	0-090	0.2%	120-000
Close	120-260	120-270	0-010	0.0%	120-170
Range	0-080	0-020	-0-060	-75.0%	0-210
ATR	0-049	0-047	-0-001	-2.7%	0-000
Volume	525	904	379	72.2%	1,936

Daily Pivots for day following 23-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-017	121-003	120-281
R3	120-317	120-303	120-276
R2	120-297	120-297	120-274
R1	120-283	120-283	120-272	120-280
PP	120-277	120-277	120-277	120-275
S1	120-263	120-263	120-268	120-260
S2	120-257	120-257	120-266
S3	120-237	120-243	120-264
S4	120-217	120-223	120-259

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-117	122-033	120-286
R3	121-227	121-143	120-228
R2	121-017	121-017	120-208
R1	120-253	120-253	120-189	120-295
PP	120-127	120-127	120-127	120-148
S1	120-043	120-043	120-151	120-085
S2	119-237	119-237	120-132
S3	119-027	119-153	120-112
S4	118-137	118-263	120-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-290	120-070	0-220	0.6%	0-060	0.2%	91%	True	False	339
10	120-290	120-000	0-290	0.7%	0-032	0.1%	93%	True	False	338

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-002
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-055
2.618	121-022
1.618	121-002
1.000	120-310
0.618	120-302
HIGH	120-290
0.618	120-282
0.500	120-280
0.382	120-278
LOW	120-270
0.618	120-258
1.000	120-250
1.618	120-238
2.618	120-218
4.250	120-185

Fisher Pivots for day following 23-Oct-2013
Pivot	1 day	3 day
R1	120-280	120-252
PP	120-277	120-233
S1	120-273	120-215

Download as Excel Spreadsheet

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

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