ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 13-Dec-2013

Day Change Summary
	Previous	Current
	12-Dec-2013	13-Dec-2013	Change	Change %	Previous Week
Open	120-075	120-022	-0-053	-0.1%	120-080
High	120-092	120-050	-0-042	-0.1%	120-167
Low	120-005	119-312	-0-013	0.0%	119-312
Close	120-027	120-025	-0-002	0.0%	120-025
Range	0-087	0-058	-0-029	-33.3%	0-175
ATR	0-085	0-083	-0-002	-2.3%	0-000
Volume	597,298	406,103	-191,195	-32.0%	2,187,364

Daily Pivots for day following 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-196	120-169	120-057
R3	120-138	120-111	120-041
R2	120-080	120-080	120-036
R1	120-053	120-053	120-030	120-066
PP	120-022	120-022	120-022	120-029
S1	119-315	119-315	120-020	120-008
S2	119-284	119-284	120-014
S3	119-226	119-257	120-009
S4	119-168	119-199	119-313

Weekly Pivots for week ending 13-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-266	121-161	120-121
R3	121-091	120-306	120-073
R2	120-236	120-236	120-057
R1	120-131	120-131	120-041	120-096
PP	120-061	120-061	120-061	120-044
S1	119-276	119-276	120-009	119-241
S2	119-206	119-206	119-313
S3	119-031	119-101	119-297
S4	118-176	118-246	119-249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-167	119-312	0-175	0.5%	0-073	0.2%	19%	False	True	437,472
10	120-290	119-312	0-298	0.8%	0-089	0.2%	11%	False	True	553,540
20	121-030	119-312	1-038	0.9%	0-082	0.2%	9%	False	True	445,881
40	121-030	119-312	1-038	0.9%	0-070	0.2%	9%	False	True	224,998

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-018
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	120-296
2.618	120-202
1.618	120-144
1.000	120-108
0.618	120-086
HIGH	120-050
0.618	120-028
0.500	120-021
0.382	120-014
LOW	119-312
0.618	119-276
1.000	119-254
1.618	119-218
2.618	119-160
4.250	119-066

Fisher Pivots for day following 13-Dec-2013
Pivot	1 day	3 day
R1	120-024	120-072
PP	120-022	120-056
S1	120-021	120-041

Download as Excel Spreadsheet

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

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