ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 18-Dec-2013

Day Change Summary
	Previous	Current
	17-Dec-2013	18-Dec-2013	Change	Change %	Previous Week
Open	120-022	120-087	0-065	0.2%	120-080
High	120-097	120-147	0-050	0.1%	120-167
Low	120-020	119-250	-0-090	-0.2%	119-312
Close	120-090	120-070	-0-020	-0.1%	120-025
Range	0-077	0-217	0-140	181.8%	0-175
ATR	0-080	0-090	0-010	12.2%	0-000
Volume	400,359	792,750	392,391	98.0%	2,187,364

Daily Pivots for day following 18-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-060	121-282	120-189
R3	121-163	121-065	120-130
R2	120-266	120-266	120-110
R1	120-168	120-168	120-090	120-108
PP	120-049	120-049	120-049	120-019
S1	119-271	119-271	120-050	119-212
S2	119-152	119-152	120-030
S3	118-255	119-054	120-010
S4	118-038	118-157	119-271

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	120-147	119-250	0-217	0.6%	0-097	0.3%	65%	True	True	504,073
10	120-190	119-250	0-260	0.7%	0-094	0.2%	54%	False	True	514,661
20	121-030	119-250	1-100	1.1%	0-091	0.2%	33%	False	True	519,410
40	121-030	119-250	1-100	1.1%	0-074	0.2%	33%	False	True	262,905

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	123-109
2.618	122-075
1.618	121-178
1.000	121-044
0.618	120-281
HIGH	120-147
0.618	120-064
0.500	120-038
0.382	120-013
LOW	119-250
0.618	119-116
1.000	119-033
1.618	118-219
2.618	118-002
4.250	116-288

Fisher Pivots for day following 18-Dec-2013
Pivot	1 day	3 day
R1	120-060	120-060
PP	120-049	120-049
S1	120-038	120-038

Download as Excel Spreadsheet

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

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