ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	123-292	123-312	0-020	0.1%	123-307
High	124-002	124-047	0-045	0.1%	124-067
Low	123-250	123-190	-0-060	-0.2%	123-240
Close	123-300	123-202	-0-098	-0.2%	123-297
Range	0-072	0-177	0-105	145.8%	0-147
ATR	0-071	0-078	0-008	10.7%	0-000
Volume	797,665	1,478,155	680,490	85.3%	3,381,577

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-144	125-030	123-299
R3	124-287	124-173	123-251
R2	124-110	124-110	123-234
R1	123-316	123-316	123-218	123-284
PP	123-253	123-253	123-253	123-237
S1	123-139	123-139	123-186	123-108
S2	123-076	123-076	123-170
S3	122-219	122-282	123-153
S4	122-042	122-105	123-105

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-109	125-030	124-058
R3	124-282	124-203	124-017
R2	124-135	124-135	124-004
R1	124-056	124-056	123-310	124-022
PP	123-308	123-308	123-308	123-291
S1	123-229	123-229	123-284	123-195
S2	123-161	123-161	123-270
S3	123-014	123-082	123-257
S4	122-187	122-255	123-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-067	123-190	0-197	0.5%	0-106	0.3%	6%	False	True	865,420
10	124-137	123-190	0-267	0.7%	0-093	0.2%	4%	False	True	783,608
20	124-267	123-190	1-077	1.0%	0-074	0.2%	3%	False	True	623,235
40	124-267	123-190	1-077	1.0%	0-069	0.2%	3%	False	True	578,948
60	124-267	123-060	1-207	1.3%	0-069	0.2%	27%	False	False	581,217
80	124-267	123-040	1-227	1.4%	0-067	0.2%	30%	False	False	466,991

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 100 trading days

Fibonacci Retracements and Extensions
4.250	126-159
2.618	125-190
1.618	125-013
1.000	124-224
0.618	124-156
HIGH	124-047
0.618	123-299
0.500	123-278
0.382	123-258
LOW	123-190
0.618	123-081
1.000	123-013
1.618	122-224
2.618	122-047
4.250	121-078

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	123-278	123-278
PP	123-253	123-253
S1	123-228	123-228

Download as Excel Spreadsheet

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

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