ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 17-Dec-2013

Day Change Summary
	Previous	Current
	16-Dec-2013	17-Dec-2013	Change	Change %	Previous Week
Open	120-030	120-022	-0-008	0.0%	120-080
High	120-062	120-097	0-035	0.1%	120-167
Low	120-015	120-020	0-005	0.0%	119-312
Close	120-030	120-090	0-060	0.2%	120-025
Range	0-047	0-077	0-030	63.8%	0-175
ATR	0-081	0-080	0-000	-0.3%	0-000
Volume	323,855	400,359	76,504	23.6%	2,187,364

Daily Pivots for day following 17-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-300	120-272	120-132
R3	120-223	120-195	120-111
R2	120-146	120-146	120-104
R1	120-118	120-118	120-097	120-132
PP	120-069	120-069	120-069	120-076
S1	120-041	120-041	120-083	120-055
S2	119-312	119-312	120-076
S3	119-235	119-284	120-069
S4	119-158	119-207	120-048

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	120-152	119-312	0-160	0.4%	0-070	0.2%	61%	False	False	421,216
10	120-255	119-312	0-263	0.7%	0-083	0.2%	37%	False	False	508,089
20	121-030	119-312	1-038	0.9%	0-083	0.2%	27%	False	False	481,060
40	121-030	119-312	1-038	0.9%	0-071	0.2%	27%	False	False	243,099

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-104
2.618	120-299
1.618	120-222
1.000	120-174
0.618	120-145
HIGH	120-097
0.618	120-068
0.500	120-058
0.382	120-049
LOW	120-020
0.618	119-292
1.000	119-263
1.618	119-215
2.618	119-138
4.250	119-013

Fisher Pivots for day following 17-Dec-2013
Pivot	1 day	3 day
R1	120-080	120-075
PP	120-069	120-060
S1	120-058	120-044

Download as Excel Spreadsheet

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

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