ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	119-085	119-080	-0-005	0.0%	119-190
High	119-095	119-132	0-037	0.1%	119-202
Low	119-065	119-060	-0-005	0.0%	119-060
Close	119-082	119-085	0-003	0.0%	119-085
Range	0-030	0-072	0-042	140.0%	0-142
ATR	0-094	0-093	-0-002	-1.7%	0-000
Volume	82,342	305,473	223,131	271.0%	791,026

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	119-308	119-269	119-125
R3	119-236	119-197	119-105
R2	119-164	119-164	119-098
R1	119-125	119-125	119-092	119-144
PP	119-092	119-092	119-092	119-102
S1	119-053	119-053	119-078	119-072
S2	119-020	119-020	119-072
S3	118-268	118-301	119-065
S4	118-196	118-229	119-045

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-222	120-135	119-163
R3	120-080	119-313	119-124
R2	119-258	119-258	119-111
R1	119-171	119-171	119-098	119-144
PP	119-116	119-116	119-116	119-102
S1	119-029	119-029	119-072	119-002
S2	118-294	118-294	119-059
S3	118-152	118-207	119-046
S4	118-010	118-065	119-007

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-250	119-060	0-190	0.5%	0-082	0.2%	13%	False	True	277,945
10	120-147	119-060	1-087	1.1%	0-098	0.3%	6%	False	True	427,087
20	120-302	119-060	1-242	1.5%	0-094	0.2%	4%	False	True	485,778
40	121-030	119-060	1-290	1.6%	0-084	0.2%	4%	False	True	321,461

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-118
2.618	120-000
1.618	119-248
1.000	119-204
0.618	119-176
HIGH	119-132
0.618	119-104
0.500	119-096
0.382	119-088
LOW	119-060
0.618	119-016
1.000	118-308
1.618	118-264
2.618	118-192
4.250	118-074

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	119-096	119-122
PP	119-092	119-110
S1	119-089	119-098

Download as Excel Spreadsheet

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

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