ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 04-Jan-2013

Day Change Summary
	Previous	Current
	03-Jan-2013	04-Jan-2013	Change	Change %	Previous Week
Open	124-052	123-282	-0-090	-0.2%	124-125
High	124-075	123-300	-0-095	-0.2%	124-147
Low	123-280	123-222	-0-058	-0.1%	123-222
Close	123-302	123-285	-0-017	0.0%	123-285
Range	0-115	0-078	-0-037	-32.2%	0-245
ATR	0-071	0-072	0-001	0.9%	0-000
Volume	674,720	721,395	46,675	6.9%	2,124,327

Daily Pivots for day following 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-183	124-152	124-008
R3	124-105	124-074	123-306
R2	124-027	124-027	123-299
R1	123-316	123-316	123-292	124-012
PP	123-269	123-269	123-269	123-277
S1	123-238	123-238	123-278	123-254
S2	123-191	123-191	123-271
S3	123-113	123-160	123-264
S4	123-035	123-082	123-242

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-100	125-277	124-100
R3	125-175	125-032	124-032
R2	124-250	124-250	124-010
R1	124-107	124-107	123-307	124-056
PP	124-005	124-005	124-005	123-299
S1	123-182	123-182	123-263	123-131
S2	123-080	123-080	123-240
S3	122-155	122-257	123-218
S4	121-230	122-012	123-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-147	123-222	0-245	0.6%	0-085	0.2%	26%	False	True	476,775
10	124-147	123-222	0-245	0.6%	0-075	0.2%	26%	False	True	384,670
20	124-265	123-222	1-043	0.9%	0-069	0.2%	17%	False	True	443,681
40	124-265	123-222	1-043	0.9%	0-057	0.1%	17%	False	True	335,297
60	124-265	123-160	1-105	1.1%	0-049	0.1%	29%	False	False	223,629
80	124-265	123-160	1-105	1.1%	0-037	0.1%	29%	False	False	167,726

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-312
2.618	124-184
1.618	124-106
1.000	124-058
0.618	124-028
HIGH	123-300
0.618	123-270
0.500	123-261
0.382	123-252
LOW	123-222
0.618	123-174
1.000	123-144
1.618	123-096
2.618	123-018
4.250	122-210

Fisher Pivots for day following 04-Jan-2013
Pivot	1 day	3 day
R1	123-277	123-308
PP	123-269	123-301
S1	123-261	123-293

Download as Excel Spreadsheet

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

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