ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 07-Jan-2013

Day Change Summary
	Previous	Current
	04-Jan-2013	07-Jan-2013	Change	Change %	Previous Week
Open	123-282	123-290	0-008	0.0%	124-125
High	123-300	124-000	0-020	0.1%	124-147
Low	123-222	123-277	0-055	0.1%	123-222
Close	123-285	123-290	0-005	0.0%	123-285
Range	0-078	0-043	-0-035	-44.9%	0-245
ATR	0-072	0-070	-0-002	-2.9%	0-000
Volume	721,395	360,774	-360,621	-50.0%	2,124,327

Daily Pivots for day following 07-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-105	124-080	123-314
R3	124-062	124-037	123-302
R2	124-019	124-019	123-298
R1	123-314	123-314	123-294	123-312
PP	123-296	123-296	123-296	123-294
S1	123-271	123-271	123-286	123-268
S2	123-253	123-253	123-282
S3	123-210	123-228	123-278
S4	123-167	123-185	123-266

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%	0-082	0.2%	28%	False	False	497,020
10	124-147	123-222	0-245	0.6%	0-074	0.2%	28%	False	False	372,442
20	124-265	123-222	1-043	0.9%	0-069	0.2%	19%	False	False	444,197
40	124-265	123-222	1-043	0.9%	0-056	0.1%	19%	False	False	344,312
60	124-265	123-160	1-105	1.1%	0-049	0.1%	31%	False	False	229,641
80	124-265	123-160	1-105	1.1%	0-037	0.1%	31%	False	False	172,235

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	124-183
2.618	124-113
1.618	124-070
1.000	124-043
0.618	124-027
HIGH	124-000
0.618	123-304
0.500	123-298
0.382	123-293
LOW	123-277
0.618	123-250
1.000	123-234
1.618	123-207
2.618	123-164
4.250	123-094

Fisher Pivots for day following 07-Jan-2013
Pivot	1 day	3 day
R1	123-298	123-308
PP	123-296	123-302
S1	123-293	123-296

Download as Excel Spreadsheet

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

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