ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 10-Dec-2013

Day Change Summary
	Previous	Current
	09-Dec-2013	10-Dec-2013	Change	Change %	Previous Week
Open	120-080	120-100	0-020	0.1%	120-272
High	120-122	120-167	0-045	0.1%	120-290
Low	120-057	120-090	0-033	0.1%	119-317
Close	120-080	120-157	0-077	0.2%	120-067
Range	0-065	0-077	0-012	18.5%	0-293
ATR	0-084	0-084	0-000	0.2%	0-000
Volume	389,699	415,796	26,097	6.7%	3,348,044

Daily Pivots for day following 10-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-049	121-020	120-199
R3	120-292	120-263	120-178
R2	120-215	120-215	120-171
R1	120-186	120-186	120-164	120-200
PP	120-138	120-138	120-138	120-145
S1	120-109	120-109	120-150	120-124
S2	120-061	120-061	120-143
S3	119-304	120-032	120-136
S4	119-227	119-275	120-115

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	120-255	119-317	0-258	0.7%	0-097	0.3%	62%	False	False	594,961
10	121-030	119-317	1-033	0.9%	0-091	0.2%	45%	False	False	623,646
20	121-030	119-317	1-033	0.9%	0-083	0.2%	45%	False	False	378,023
40	121-030	119-317	1-033	0.9%	0-068	0.2%	45%	False	False	190,456

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-174
2.618	121-049
1.618	120-292
1.000	120-244
0.618	120-215
HIGH	120-167
0.618	120-138
0.500	120-128
0.382	120-119
LOW	120-090
0.618	120-042
1.000	120-013
1.618	119-285
2.618	119-208
4.250	119-083

Fisher Pivots for day following 10-Dec-2013
Pivot	1 day	3 day
R1	120-148	120-132
PP	120-138	120-107
S1	120-128	120-082

Download as Excel Spreadsheet

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

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