ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 04-Dec-2013

Day Change Summary
	Previous	Current
	03-Dec-2013	04-Dec-2013	Change	Change %	Previous Week
Open	120-217	120-252	0-035	0.1%	120-267
High	120-270	120-255	-0-015	0.0%	121-030
Low	120-195	120-142	-0-053	-0.1%	120-230
Close	120-257	120-170	-0-087	-0.2%	120-295
Range	0-075	0-113	0-038	50.7%	0-120
ATR	0-079	0-081	0-003	3.3%	0-000
Volume	515,532	727,025	211,493	41.0%	2,793,145

Daily Pivots for day following 04-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-208	121-142	120-232
R3	121-095	121-029	120-201
R2	120-302	120-302	120-191
R1	120-236	120-236	120-180	120-212
PP	120-189	120-189	120-189	120-177
S1	120-123	120-123	120-160	120-100
S2	120-076	120-076	120-149
S3	119-283	120-010	120-139
S4	119-170	119-217	120-108

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	121-022	120-142	0-200	0.5%	0-091	0.2%	14%	False	True	598,042
10	121-030	120-142	0-208	0.5%	0-088	0.2%	13%	False	True	524,160
20	121-030	120-060	0-290	0.8%	0-082	0.2%	38%	False	False	267,396
40	121-030	120-000	1-030	0.9%	0-059	0.2%	49%	False	False	134,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	122-095
2.618	121-231
1.618	121-118
1.000	121-048
0.618	121-005
HIGH	120-255
0.618	120-212
0.500	120-198
0.382	120-185
LOW	120-142
0.618	120-072
1.000	120-029
1.618	119-279
2.618	119-166
4.250	118-302

Fisher Pivots for day following 04-Dec-2013
Pivot	1 day	3 day
R1	120-198	120-216
PP	120-189	120-201
S1	120-180	120-185

Download as Excel Spreadsheet

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

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