ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	122-062	121-295	-0-087	-0.2%	123-017
High	122-062	121-295	-0-087	-0.2%	123-052
Low	121-245	121-140	-0-105	-0.3%	121-140
Close	121-295	121-140	-0-155	-0.4%	121-140
Range	0-137	0-155	0-018	13.1%	1-232
ATR	0-122	0-124	0-002	2.0%	0-000
Volume	1,831	1,055	-776	-42.4%	36,225

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-017	122-233	121-225
R3	122-182	122-078	121-183
R2	122-027	122-027	121-168
R1	121-243	121-243	121-154	121-218
PP	121-192	121-192	121-192	121-179
S1	121-088	121-088	121-126	121-062
S2	121-037	121-037	121-112
S3	120-202	120-253	121-097
S4	120-047	120-098	121-055

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-060	126-012	122-124
R3	125-148	124-100	121-292
R2	123-236	123-236	121-241
R1	122-188	122-188	121-191	122-096
PP	122-004	122-004	122-004	121-278
S1	120-276	120-276	121-089	120-184
S2	120-092	120-092	121-039
S3	118-180	119-044	120-308
S4	116-268	117-132	120-156

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-052	121-140	1-232	1.4%	0-147	0.4%	0%	False	True	7,245
10	123-065	121-140	1-245	1.5%	0-123	0.3%	0%	False	True	15,169
20	123-240	121-140	2-100	1.9%	0-126	0.3%	0%	False	True	348,317
40	124-267	121-140	3-127	2.8%	0-102	0.3%	0%	False	True	505,871
60	124-267	121-140	3-127	2.8%	0-088	0.2%	0%	False	True	508,947
80	124-267	121-140	3-127	2.8%	0-084	0.2%	0%	False	True	527,097
100	124-267	121-140	3-127	2.8%	0-079	0.2%	0%	False	True	455,103
120	124-267	121-140	3-127	2.8%	0-069	0.2%	0%	False	True	379,362

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-314
2.618	123-061
1.618	122-226
1.000	122-130
0.618	122-071
HIGH	121-295
0.618	121-236
0.500	121-218
0.382	121-199
LOW	121-140
0.618	121-044
1.000	120-305
1.618	120-209
2.618	120-054
4.250	119-121

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	121-218	122-078
PP	121-192	121-312
S1	121-166	121-226

Download as Excel Spreadsheet

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

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