ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 20-Dec-2013

Day Change Summary
	Previous	Current
	19-Dec-2013	20-Dec-2013	Change	Change %	Previous Week
Open	120-025	119-247	-0-098	-0.3%	120-030
High	120-035	119-250	-0-105	-0.3%	120-147
Low	119-180	119-130	-0-050	-0.1%	119-130
Close	119-240	119-197	-0-043	-0.1%	119-197
Range	0-175	0-120	-0-055	-31.4%	1-017
ATR	0-099	0-100	0-002	1.5%	0-000
Volume	958,083	598,701	-359,382	-37.5%	3,073,748

Daily Pivots for day following 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-232	120-175	119-263
R3	120-112	120-055	119-230
R2	119-312	119-312	119-219
R1	119-255	119-255	119-208	119-224
PP	119-192	119-192	119-192	119-177
S1	119-135	119-135	119-186	119-104
S2	119-072	119-072	119-175
S3	118-272	119-015	119-164
S4	118-152	118-215	119-131

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-316	122-113	120-062
R3	121-299	121-096	119-290
R2	120-282	120-282	119-259
R1	120-079	120-079	119-228	120-012
PP	119-265	119-265	119-265	119-231
S1	119-062	119-062	119-166	118-315
S2	118-248	118-248	119-135
S3	117-231	118-045	119-104
S4	116-214	117-028	119-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-147	119-130	1-017	0.9%	0-127	0.3%	20%	False	True	614,749
10	120-167	119-130	1-037	0.9%	0-100	0.3%	19%	False	True	526,111
20	121-030	119-130	1-220	1.4%	0-094	0.2%	12%	False	True	586,840
40	121-030	119-130	1-220	1.4%	0-080	0.2%	12%	False	True	301,791

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	121-120
2.618	120-244
1.618	120-124
1.000	120-050
0.618	120-004
HIGH	119-250
0.618	119-204
0.500	119-190
0.382	119-176
LOW	119-130
0.618	119-056
1.000	119-010
1.618	118-256
2.618	118-136
4.250	117-260

Fisher Pivots for day following 20-Dec-2013
Pivot	1 day	3 day
R1	119-195	119-298
PP	119-192	119-265
S1	119-190	119-231

Download as Excel Spreadsheet

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

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