ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 08-Jan-2013

Day Change Summary
	Previous	Current
	07-Jan-2013	08-Jan-2013	Change	Change %	Previous Week
Open	123-290	123-295	0-005	0.0%	124-125
High	124-000	124-020	0-020	0.1%	124-147
Low	123-277	123-282	0-005	0.0%	123-222
Close	123-290	124-010	0-040	0.1%	123-285
Range	0-043	0-058	0-015	34.9%	0-245
ATR	0-070	0-069	-0-001	-1.2%	0-000
Volume	360,774	427,773	66,999	18.6%	2,124,327

Daily Pivots for day following 08-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-171	124-149	124-042
R3	124-113	124-091	124-026
R2	124-055	124-055	124-021
R1	124-033	124-033	124-015	124-044
PP	123-317	123-317	123-317	124-003
S1	123-295	123-295	124-005	123-306
S2	123-259	123-259	123-319
S3	123-201	123-237	123-314
S4	123-143	123-179	123-298

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	124-075	123-222	0-173	0.4%	0-072	0.2%	62%	False	False	531,761
10	124-147	123-222	0-245	0.6%	0-071	0.2%	44%	False	False	373,993
20	124-257	123-222	1-035	0.9%	0-069	0.2%	30%	False	False	440,868
40	124-265	123-222	1-043	0.9%	0-056	0.1%	30%	False	False	354,891
60	124-265	123-160	1-105	1.1%	0-050	0.1%	40%	False	False	236,771
80	124-265	123-160	1-105	1.1%	0-038	0.1%	40%	False	False	177,582

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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-266
2.618	124-172
1.618	124-114
1.000	124-078
0.618	124-056
HIGH	124-020
0.618	123-318
0.500	123-311
0.382	123-304
LOW	123-282
0.618	123-246
1.000	123-224
1.618	123-188
2.618	123-130
4.250	123-036

Fisher Pivots for day following 08-Jan-2013
Pivot	1 day	3 day
R1	124-004	123-314
PP	123-317	123-297
S1	123-311	123-281

Download as Excel Spreadsheet

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

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