ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 05-Dec-2013

Day Change Summary
	Previous	Current
	04-Dec-2013	05-Dec-2013	Change	Change %	Previous Week
Open	120-252	120-175	-0-077	-0.2%	120-267
High	120-255	120-190	-0-065	-0.2%	121-030
Low	120-142	120-092	-0-050	-0.1%	120-230
Close	120-170	120-112	-0-058	-0.2%	120-295
Range	0-113	0-098	-0-015	-13.3%	0-120
ATR	0-081	0-082	0-001	1.5%	0-000
Volume	727,025	562,459	-164,566	-22.6%	2,793,145

Daily Pivots for day following 05-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-105	121-047	120-166
R3	121-007	120-269	120-139
R2	120-229	120-229	120-130
R1	120-171	120-171	120-121	120-151
PP	120-131	120-131	120-131	120-122
S1	120-073	120-073	120-103	120-053
S2	120-033	120-033	120-094
S3	119-255	119-295	120-085
S4	119-157	119-197	120-058

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	120-302	120-092	0-210	0.5%	0-091	0.2%	10%	False	True	556,718
10	121-030	120-092	0-258	0.7%	0-086	0.2%	8%	False	True	573,612
20	121-030	120-060	0-290	0.8%	0-084	0.2%	18%	False	False	295,288
40	121-030	120-000	1-030	0.9%	0-061	0.2%	32%	False	False	148,363

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-286
2.618	121-127
1.618	121-029
1.000	120-288
0.618	120-251
HIGH	120-190
0.618	120-153
0.500	120-141
0.382	120-129
LOW	120-092
0.618	120-031
1.000	119-314
1.618	119-253
2.618	119-155
4.250	118-316

Fisher Pivots for day following 05-Dec-2013
Pivot	1 day	3 day
R1	120-141	120-181
PP	120-131	120-158
S1	120-122	120-135

Download as Excel Spreadsheet

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

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