ECBOT 5 Year T-Note Future March 2014

Trading Metrics calculated at close of trading on 30-Dec-2013

Day Change Summary
	Previous	Current
	27-Dec-2013	30-Dec-2013	Change	Change %	Previous Week
Open	119-080	119-095	0-015	0.0%	119-190
High	119-132	119-142	0-010	0.0%	119-202
Low	119-060	119-067	0-007	0.0%	119-060
Close	119-085	119-130	0-045	0.1%	119-085
Range	0-072	0-075	0-003	4.2%	0-142
ATR	0-093	0-092	-0-001	-1.4%	0-000
Volume	305,473	267,376	-38,097	-12.5%	791,026

Daily Pivots for day following 30-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-018	119-309	119-171
R3	119-263	119-234	119-151
R2	119-188	119-188	119-144
R1	119-159	119-159	119-137	119-174
PP	119-113	119-113	119-113	119-120
S1	119-084	119-084	119-123	119-098
S2	119-038	119-038	119-116
S3	118-283	119-009	119-109
S4	118-208	118-254	119-089

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	119-202	119-060	0-142	0.4%	0-073	0.2%	49%	False	False	211,680
10	120-147	119-060	1-087	1.1%	0-100	0.3%	17%	False	False	413,215
20	120-290	119-060	1-230	1.4%	0-095	0.2%	13%	False	False	483,377
40	121-030	119-060	1-290	1.6%	0-084	0.2%	11%	False	False	328,099
60	121-030	119-060	1-290	1.6%	0-066	0.2%	11%	False	False	218,898

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

Fibonacci Retracements and Extensions
4.250	120-141
2.618	120-018
1.618	119-263
1.000	119-217
0.618	119-188
HIGH	119-142
0.618	119-113
0.500	119-104
0.382	119-096
LOW	119-067
0.618	119-021
1.000	118-312
1.618	118-266
2.618	118-191
4.250	118-068

Fisher Pivots for day following 30-Dec-2013
Pivot	1 day	3 day
R1	119-122	119-120
PP	119-113	119-111
S1	119-104	119-101

Download as Excel Spreadsheet

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

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