ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	120-297	121-020	0-043	0.1%	120-270
High	121-030	121-022	-0-008	0.0%	121-010
Low	120-262	120-242	-0-020	-0.1%	120-170
Close	121-027	120-312	-0-035	-0.1%	120-260
Range	0-088	0-100	0-012	13.6%	0-160
ATR	0-075	0-077	0-002	2.9%	0-000
Volume	998,464	769,079	-229,385	-23.0%	576,626

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-279	121-235	121-047
R3	121-179	121-135	121-020
R2	121-079	121-079	121-010
R1	121-035	121-035	121-001	121-007
PP	120-299	120-299	120-299	120-284
S1	120-255	120-255	120-303	120-227
S2	120-199	120-199	120-294
S3	120-099	120-155	120-284
S4	119-319	120-055	120-257

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-093	122-017	121-028
R3	121-253	121-177	120-304
R2	121-093	121-093	120-289
R1	121-017	121-017	120-275	120-295
PP	120-253	120-253	120-253	120-232
S1	120-177	120-177	120-245	120-135
S2	120-093	120-093	120-231
S3	119-253	120-017	120-216
S4	119-093	119-177	120-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-030	120-170	0-180	0.5%	0-082	0.2%	79%	False	False	590,506
10	121-030	120-170	0-180	0.5%	0-077	0.2%	79%	False	False	307,877
20	121-030	120-060	0-290	0.7%	0-074	0.2%	87%	False	False	157,143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-127
2.618	121-284
1.618	121-184
1.000	121-122
0.618	121-084
HIGH	121-022
0.618	120-304
0.500	120-292
0.382	120-280
LOW	120-242
0.618	120-180
1.000	120-142
1.618	120-080
2.618	119-300
4.250	119-137

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	120-305	120-305
PP	120-299	120-297
S1	120-292	120-290

Download as Excel Spreadsheet

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

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