ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 23-Dec-2013

Day Change Summary
	Previous	Current
	20-Dec-2013	23-Dec-2013	Change	Change %	Previous Week
Open	119-247	119-190	-0-057	-0.1%	120-030
High	119-250	119-202	-0-048	-0.1%	120-147
Low	119-130	119-127	-0-003	0.0%	119-130
Close	119-197	119-165	-0-032	-0.1%	119-197
Range	0-120	0-075	-0-045	-37.5%	1-017
ATR	0-100	0-098	-0-002	-1.8%	0-000
Volume	598,701	270,220	-328,481	-54.9%	3,073,748

Daily Pivots for day following 23-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-070	120-032	119-206
R3	119-315	119-277	119-186
R2	119-240	119-240	119-179
R1	119-202	119-202	119-172	119-184
PP	119-165	119-165	119-165	119-155
S1	119-127	119-127	119-158	119-108
S2	119-090	119-090	119-151
S3	119-015	119-052	119-144
S4	118-260	118-297	119-124

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	119-127	1-020	0.9%	0-133	0.3%	11%	False	True	604,022
10	120-167	119-127	1-040	0.9%	0-101	0.3%	11%	False	True	514,163
20	121-030	119-127	1-223	1.4%	0-096	0.2%	7%	False	True	583,626
40	121-030	119-127	1-223	1.4%	0-082	0.2%	7%	False	True	308,538

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-201
2.618	120-078
1.618	120-003
1.000	119-277
0.618	119-248
HIGH	119-202
0.618	119-173
0.500	119-164
0.382	119-156
LOW	119-127
0.618	119-081
1.000	119-052
1.618	119-006
2.618	118-251
4.250	118-128

Fisher Pivots for day following 23-Dec-2013
Pivot	1 day	3 day
R1	119-165	119-241
PP	119-165	119-216
S1	119-164	119-190

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

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