ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 12-Nov-2013

Day Change Summary
	Previous	Current
	11-Nov-2013	12-Nov-2013	Change	Change %	Previous Week
Open	120-130	120-140	0-010	0.0%	120-220
High	120-130	120-140	0-010	0.0%	121-020
Low	120-130	120-060	-0-070	-0.2%	120-120
Close	120-130	120-080	-0-050	-0.1%	120-140
Range	0-000	0-080	0-080		0-220
ATR	0-066	0-067	0-001	1.5%	0-000
Volume	19,733	601	-19,132	-97.0%	28,611

Daily Pivots for day following 12-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-013	120-287	120-124
R3	120-253	120-207	120-102
R2	120-173	120-173	120-095
R1	120-127	120-127	120-087	120-110
PP	120-093	120-093	120-093	120-085
S1	120-047	120-047	120-073	120-030
S2	120-013	120-013	120-065
S3	119-253	119-287	120-058
S4	119-173	119-207	120-036

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	120-060	0-280	0.7%	0-084	0.2%	7%	False	True	7,169
10	121-020	120-060	0-280	0.7%	0-069	0.2%	7%	False	True	5,445
20	121-020	120-060	0-280	0.7%	0-055	0.1%	7%	False	True	2,919

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-160
2.618	121-029
1.618	120-269
1.000	120-220
0.618	120-189
HIGH	120-140
0.618	120-109
0.500	120-100
0.382	120-091
LOW	120-060
0.618	120-011
1.000	119-300
1.618	119-251
2.618	119-171
4.250	119-040

Fisher Pivots for day following 12-Nov-2013
Pivot	1 day	3 day
R1	120-100	120-190
PP	120-093	120-153
S1	120-087	120-117

Download as Excel Spreadsheet

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

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