ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 07-Nov-2013

Day Change Summary
	Previous	Current
	06-Nov-2013	07-Nov-2013	Change	Change %	Previous Week
Open	120-230	120-270	0-040	0.1%	120-270
High	120-280	121-020	0-060	0.2%	121-020
Low	120-230	120-250	0-020	0.1%	120-180
Close	120-260	120-300	0-040	0.1%	120-190
Range	0-050	0-090	0-040	80.0%	0-160
ATR	0-058	0-060	0-002	3.9%	0-000
Volume	4,611	6,968	2,357	51.1%	6,902

Daily Pivots for day following 07-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-247	121-203	121-030
R3	121-157	121-113	121-005
R2	121-067	121-067	120-316
R1	121-023	121-023	120-308	121-045
PP	120-297	120-297	120-297	120-308
S1	120-253	120-253	120-292	120-275
S2	120-207	120-207	120-284
S3	120-117	120-163	120-275
S4	120-027	120-073	120-250

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-077	121-293	120-278
R3	121-237	121-133	120-234
R2	121-077	121-077	120-219
R1	120-293	120-293	120-205	120-265
PP	120-237	120-237	120-237	120-222
S1	120-133	120-133	120-175	120-105
S2	120-077	120-077	120-161
S3	119-237	119-293	120-146
S4	119-077	119-133	120-102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-020	120-150	0-190	0.5%	0-054	0.1%	79%	True	False	5,165
10	121-020	120-150	0-190	0.5%	0-049	0.1%	79%	True	False	3,190
20	121-020	120-000	1-020	0.9%	0-042	0.1%	88%	True	False	1,787

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	0-008
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	122-082
2.618	121-256
1.618	121-166
1.000	121-110
0.618	121-076
HIGH	121-020
0.618	120-306
0.500	120-295
0.382	120-284
LOW	120-250
0.618	120-194
1.000	120-160
1.618	120-104
2.618	120-014
4.250	119-188

Fisher Pivots for day following 07-Nov-2013
Pivot	1 day	3 day
R1	120-298	120-282
PP	120-297	120-263
S1	120-295	120-245

Download as Excel Spreadsheet

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

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