ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 31-Oct-2013

Day Change Summary
	Previous	Current
	30-Oct-2013	31-Oct-2013	Change	Change %	Previous Week
Open	121-020	120-270	-0-070	-0.2%	120-170
High	121-020	120-310	-0-030	-0.1%	120-290
Low	120-280	120-230	-0-050	-0.1%	120-140
Close	120-280	120-280	0-000	0.0%	120-280
Range	0-060	0-080	0-020	33.3%	0-150
ATR	0-047	0-049	0-002	5.0%	0-000
Volume	2,524	1,837	-687	-27.2%	2,221

Daily Pivots for day following 31-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-193	121-157	121-004
R3	121-113	121-077	120-302
R2	121-033	121-033	120-295
R1	120-317	120-317	120-287	121-015
PP	120-273	120-273	120-273	120-282
S1	120-237	120-237	120-273	120-255
S2	120-193	120-193	120-265
S3	120-113	120-157	120-258
S4	120-033	120-077	120-236

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-047	121-313	121-042
R3	121-217	121-163	121-001
R2	121-067	121-067	120-308
R1	121-013	121-013	120-294	121-040
PP	120-237	120-237	120-237	120-250
S1	120-183	120-183	120-266	120-210
S2	120-087	120-087	120-252
S3	119-257	120-033	120-239
S4	119-107	119-203	120-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-020	120-230	0-110	0.3%	0-044	0.1%	45%	False	True	1,214
10	121-020	120-140	0-200	0.5%	0-042	0.1%	70%	False	False	811
20	121-020	120-000	1-020	0.9%	0-030	0.1%	82%	False	False	495

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	0-005
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-010
2.618	121-199
1.618	121-119
1.000	121-070
0.618	121-039
HIGH	120-310
0.618	120-279
0.500	120-270
0.382	120-261
LOW	120-230
0.618	120-181
1.000	120-150
1.618	120-101
2.618	120-021
4.250	119-210

Fisher Pivots for day following 31-Oct-2013
Pivot	1 day	3 day
R1	120-277	120-285
PP	120-273	120-283
S1	120-270	120-282

Download as Excel Spreadsheet

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

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