ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 08-Nov-2013

Day Change Summary
	Previous	Current
	07-Nov-2013	08-Nov-2013	Change	Change %	Previous Week
Open	120-270	120-290	0-020	0.1%	120-220
High	121-020	121-000	-0-020	-0.1%	121-020
Low	120-250	120-120	-0-130	-0.3%	120-120
Close	120-300	120-140	-0-160	-0.4%	120-140
Range	0-090	0-200	0-110	122.2%	0-220
ATR	0-060	0-070	0-010	16.6%	0-000
Volume	6,968	3,932	-3,036	-43.6%	28,611

Daily Pivots for day following 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-153	122-027	120-250
R3	121-273	121-147	120-195
R2	121-073	121-073	120-177
R1	120-267	120-267	120-158	120-230
PP	120-193	120-193	120-193	120-175
S1	120-067	120-067	120-122	120-030
S2	119-313	119-313	120-103
S3	119-113	119-187	120-085
S4	118-233	118-307	120-030

Weekly Pivots for week ending 08-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-220	122-080	120-261
R3	122-000	121-180	120-200
R2	121-100	121-100	120-180
R1	120-280	120-280	120-160	120-240
PP	120-200	120-200	120-200	120-180
S1	120-060	120-060	120-120	120-020
S2	119-300	119-300	120-100
S3	119-080	119-160	120-080
S4	118-180	118-260	120-019

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-020	120-120	0-220	0.6%	0-084	0.2%	9%	False	True	5,722
10	121-020	120-120	0-220	0.6%	0-069	0.2%	9%	False	True	3,551
20	121-020	120-000	1-020	0.9%	0-052	0.1%	41%	False	False	1,983

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	0-011
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	123-210
2.618	122-204
1.618	122-004
1.000	121-200
0.618	121-124
HIGH	121-000
0.618	120-244
0.500	120-220
0.382	120-196
LOW	120-120
0.618	119-316
1.000	119-240
1.618	119-116
2.618	118-236
4.250	117-230

Fisher Pivots for day following 08-Nov-2013
Pivot	1 day	3 day
R1	120-220	120-230
PP	120-193	120-200
S1	120-167	120-170

Download as Excel Spreadsheet

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

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