ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 06-Dec-2013

Day Change Summary
	Previous	Current
	05-Dec-2013	06-Dec-2013	Change	Change %	Previous Week
Open	120-175	120-097	-0-078	-0.2%	120-272
High	120-190	120-127	-0-063	-0.2%	120-290
Low	120-092	119-317	-0-095	-0.2%	119-317
Close	120-112	120-067	-0-045	-0.1%	120-067
Range	0-098	0-130	0-032	32.7%	0-293
ATR	0-082	0-086	0-003	4.1%	0-000
Volume	562,459	879,830	317,371	56.4%	3,348,044

Daily Pivots for day following 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-134	121-070	120-138
R3	121-004	120-260	120-103
R2	120-194	120-194	120-091
R1	120-130	120-130	120-079	120-097
PP	120-064	120-064	120-064	120-047
S1	120-000	120-000	120-055	119-287
S2	119-254	119-254	120-043
S3	119-124	119-190	120-031
S4	118-314	119-060	119-316

Weekly Pivots for week ending 06-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-037	122-185	120-228
R3	122-064	121-212	120-148
R2	121-091	121-091	120-121
R1	120-239	120-239	120-094	120-178
PP	120-118	120-118	120-118	120-088
S1	119-266	119-266	120-040	119-206
S2	119-145	119-145	120-013
S3	118-172	118-293	119-306
S4	117-199	118-000	119-226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-290	119-317	0-293	0.8%	0-105	0.3%	24%	False	True	669,608
10	121-030	119-317	1-033	0.9%	0-088	0.2%	20%	False	True	647,569
20	121-030	119-317	1-033	0.9%	0-086	0.2%	20%	False	True	338,931
40	121-030	119-317	1-033	0.9%	0-064	0.2%	20%	False	True	170,359

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	0-020
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	122-040
2.618	121-147
1.618	121-017
1.000	120-257
0.618	120-207
HIGH	120-127
0.618	120-077
0.500	120-062
0.382	120-047
LOW	119-317
0.618	119-237
1.000	119-187
1.618	119-107
2.618	118-297
4.250	118-084

Fisher Pivots for day following 06-Dec-2013
Pivot	1 day	3 day
R1	120-065	120-126
PP	120-064	120-106
S1	120-062	120-087

Download as Excel Spreadsheet

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

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