ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 03-Dec-2013

Day Change Summary
	Previous	Current
	02-Dec-2013	03-Dec-2013	Change	Change %	Previous Week
Open	120-272	120-217	-0-055	-0.1%	120-267
High	120-290	120-270	-0-020	-0.1%	121-030
Low	120-180	120-195	0-015	0.0%	120-230
Close	120-207	120-257	0-050	0.1%	120-295
Range	0-110	0-075	-0-035	-31.8%	0-120
ATR	0-079	0-079	0-000	-0.3%	0-000
Volume	663,198	515,532	-147,666	-22.3%	2,793,145

Daily Pivots for day following 03-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-146	121-116	120-298
R3	121-071	121-041	120-278
R2	120-316	120-316	120-271
R1	120-286	120-286	120-264	120-301
PP	120-241	120-241	120-241	120-248
S1	120-211	120-211	120-250	120-226
S2	120-166	120-166	120-243
S3	120-091	120-136	120-236
S4	120-016	120-061	120-216

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%	0-086	0.2%	45%	False	False	652,330
10	121-030	120-170	0-180	0.5%	0-083	0.2%	48%	False	False	454,030
20	121-030	120-060	0-290	0.8%	0-079	0.2%	68%	False	False	231,319
40	121-030	120-000	1-030	0.9%	0-056	0.1%	73%	False	False	116,126

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-269
2.618	121-146
1.618	121-071
1.000	121-025
0.618	120-316
HIGH	120-270
0.618	120-241
0.500	120-232
0.382	120-224
LOW	120-195
0.618	120-149
1.000	120-120
1.618	120-074
2.618	119-319
4.250	119-196

Fisher Pivots for day following 03-Dec-2013
Pivot	1 day	3 day
R1	120-249	120-252
PP	120-241	120-246
S1	120-232	120-241

Download as Excel Spreadsheet

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

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