ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	120-270	120-270	0-000	0.0%	120-130
High	120-280	121-010	0-050	0.1%	120-290
Low	120-250	120-260	0-010	0.0%	120-060
Close	120-260	120-310	0-050	0.1%	120-260
Range	0-030	0-070	0-040	133.3%	0-230
ATR	0-071	0-071	0-000	-0.1%	0-000
Volume	12,443	8,193	-4,250	-34.2%	56,890

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-190	121-160	121-028
R3	121-120	121-090	121-009
R2	121-050	121-050	121-003
R1	121-020	121-020	120-316	121-035
PP	120-300	120-300	120-300	120-308
S1	120-270	120-270	120-304	120-285
S2	120-230	120-230	120-297
S3	120-160	120-200	120-291
S4	120-090	120-130	120-272

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-253	122-167	121-066
R3	122-023	121-257	121-003
R2	121-113	121-113	120-302
R1	121-027	121-027	120-281	121-070
PP	120-203	120-203	120-203	120-225
S1	120-117	120-117	120-239	120-160
S2	119-293	119-293	120-218
S3	119-063	119-207	120-197
S4	118-153	118-297	120-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-010	120-060	0-270	0.7%	0-070	0.2%	93%	True	False	9,070
10	121-020	120-060	0-280	0.7%	0-075	0.2%	89%	False	False	8,607
20	121-020	120-060	0-280	0.7%	0-058	0.2%	89%	False	False	5,139

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	0-011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-308
2.618	121-193
1.618	121-123
1.000	121-080
0.618	121-053
HIGH	121-010
0.618	120-303
0.500	120-295
0.382	120-287
LOW	120-260
0.618	120-217
1.000	120-190
1.618	120-147
2.618	120-077
4.250	119-282

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	120-305	120-297
PP	120-300	120-283
S1	120-295	120-270

Download as Excel Spreadsheet

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

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