ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 02-Dec-2013

Day Change Summary
	Previous	Current
	29-Nov-2013	02-Dec-2013	Change	Change %	Previous Week
Open	120-275	120-272	-0-003	0.0%	120-267
High	120-302	120-290	-0-012	0.0%	121-030
Low	120-245	120-180	-0-065	-0.2%	120-230
Close	120-295	120-207	-0-088	-0.2%	120-295
Range	0-057	0-110	0-053	93.0%	0-120
ATR	0-076	0-079	0-003	3.7%	0-000
Volume	315,380	663,198	347,818	110.3%	2,793,145

Daily Pivots for day following 02-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-236	121-171	120-268
R3	121-126	121-061	120-237
R2	121-016	121-016	120-227
R1	120-271	120-271	120-217	120-248
PP	120-226	120-226	120-226	120-214
S1	120-161	120-161	120-197	120-138
S2	120-116	120-116	120-187
S3	120-006	120-051	120-177
S4	119-216	119-261	120-146

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-012	121-273	121-041
R3	121-212	121-153	121-008
R2	121-092	121-092	120-317
R1	121-033	121-033	120-306	121-062
PP	120-292	120-292	120-292	120-306
S1	120-233	120-233	120-284	120-262
S2	120-172	120-172	120-273
S3	120-052	120-113	120-262
S4	119-252	119-313	120-229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-030	120-180	0-170	0.4%	0-083	0.2%	16%	False	True	691,268
10	121-030	120-170	0-180	0.5%	0-083	0.2%	21%	False	False	403,296
20	121-030	120-060	0-290	0.8%	0-076	0.2%	51%	False	False	205,923
40	121-030	120-000	1-030	0.9%	0-054	0.1%	59%	False	False	103,238

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	122-118
2.618	121-258
1.618	121-148
1.000	121-080
0.618	121-038
HIGH	120-290
0.618	120-248
0.500	120-235
0.382	120-222
LOW	120-180
0.618	120-112
1.000	120-070
1.618	120-002
2.618	119-212
4.250	119-032

Fisher Pivots for day following 02-Dec-2013
Pivot	1 day	3 day
R1	120-235	120-261
PP	120-226	120-243
S1	120-216	120-225

Download as Excel Spreadsheet

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

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