ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 13-Nov-2013

Day Change Summary
	Previous	Current
	12-Nov-2013	13-Nov-2013	Change	Change %	Previous Week
Open	120-140	120-110	-0-030	-0.1%	120-220
High	120-140	120-200	0-060	0.2%	121-020
Low	120-060	120-110	0-050	0.1%	120-120
Close	120-080	120-170	0-090	0.2%	120-140
Range	0-080	0-090	0-010	12.5%	0-220
ATR	0-067	0-071	0-004	5.7%	0-000
Volume	601	12,177	11,576	1,926.1%	28,611

Daily Pivots for day following 13-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-110	121-070	120-220
R3	121-020	120-300	120-195
R2	120-250	120-250	120-186
R1	120-210	120-210	120-178	120-230
PP	120-160	120-160	120-160	120-170
S1	120-120	120-120	120-162	120-140
S2	120-070	120-070	120-154
S3	119-300	120-030	120-145
S4	119-210	119-260	120-120

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%	0-092	0.2%	39%	False	False	8,682
10	121-020	120-060	0-280	0.7%	0-072	0.2%	39%	False	False	6,410
20	121-020	120-060	0-280	0.7%	0-060	0.2%	39%	False	False	3,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-262
2.618	121-116
1.618	121-026
1.000	120-290
0.618	120-256
HIGH	120-200
0.618	120-166
0.500	120-155
0.382	120-144
LOW	120-110
0.618	120-054
1.000	120-020
1.618	119-284
2.618	119-194
4.250	119-048

Fisher Pivots for day following 13-Nov-2013
Pivot	1 day	3 day
R1	120-165	120-157
PP	120-160	120-143
S1	120-155	120-130

Download as Excel Spreadsheet

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

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