ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	119-155	119-085	-0-070	-0.2%	120-030
High	119-185	119-095	-0-090	-0.2%	120-147
Low	119-072	119-065	-0-007	0.0%	119-130
Close	119-082	119-082	0-000	0.0%	119-197
Range	0-113	0-030	-0-083	-73.5%	1-017
ATR	0-099	0-094	-0-005	-5.0%	0-000
Volume	132,991	82,342	-50,649	-38.1%	3,073,748

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	119-171	119-156	119-098
R3	119-141	119-126	119-090
R2	119-111	119-111	119-088
R1	119-096	119-096	119-085	119-088
PP	119-081	119-081	119-081	119-077
S1	119-066	119-066	119-079	119-058
S2	119-051	119-051	119-076
S3	119-021	119-036	119-074
S4	118-311	119-006	119-066

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	120-035	119-065	0-290	0.8%	0-103	0.3%	6%	False	True	408,467
10	120-147	119-065	1-082	1.1%	0-100	0.3%	4%	False	True	456,270
20	121-022	119-065	1-277	1.6%	0-095	0.2%	3%	False	True	508,958
40	121-030	119-065	1-285	1.6%	0-084	0.2%	3%	False	True	313,887

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	119-222
2.618	119-174
1.618	119-144
1.000	119-125
0.618	119-114
HIGH	119-095
0.618	119-084
0.500	119-080
0.382	119-076
LOW	119-065
0.618	119-046
1.000	119-035
1.618	119-016
2.618	118-306
4.250	118-258

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	119-081	119-134
PP	119-081	119-116
S1	119-080	119-099

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

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