ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 16-Dec-2013

Day Change Summary
	Previous	Current
	13-Dec-2013	16-Dec-2013	Change	Change %	Previous Week
Open	120-022	120-030	0-008	0.0%	120-080
High	120-050	120-062	0-012	0.0%	120-167
Low	119-312	120-015	0-023	0.1%	119-312
Close	120-025	120-030	0-005	0.0%	120-025
Range	0-058	0-047	-0-011	-19.0%	0-175
ATR	0-083	0-081	-0-003	-3.1%	0-000
Volume	406,103	323,855	-82,248	-20.3%	2,187,364

Daily Pivots for day following 16-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-177	120-150	120-056
R3	120-130	120-103	120-043
R2	120-083	120-083	120-039
R1	120-056	120-056	120-034	120-054
PP	120-036	120-036	120-036	120-034
S1	120-009	120-009	120-026	120-006
S2	119-309	119-309	120-021
S3	119-262	119-282	120-017
S4	119-215	119-235	120-004

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%	0-070	0.2%	22%	False	False	424,304
10	120-270	119-312	0-278	0.7%	0-083	0.2%	14%	False	False	519,606
20	121-030	119-312	1-038	0.9%	0-083	0.2%	11%	False	False	461,451
40	121-030	119-312	1-038	0.9%	0-070	0.2%	11%	False	False	233,091

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	120-262
2.618	120-185
1.618	120-138
1.000	120-109
0.618	120-091
HIGH	120-062
0.618	120-044
0.500	120-038
0.382	120-033
LOW	120-015
0.618	119-306
1.000	119-288
1.618	119-259
2.618	119-212
4.250	119-135

Fisher Pivots for day following 16-Dec-2013
Pivot	1 day	3 day
R1	120-038	120-042
PP	120-036	120-038
S1	120-033	120-034

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

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