ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 09-Jan-2013

Day Change Summary
	Previous	Current
	08-Jan-2013	09-Jan-2013	Change	Change %	Previous Week
Open	123-295	124-005	0-030	0.1%	124-125
High	124-020	124-060	0-040	0.1%	124-147
Low	123-282	123-310	0-028	0.1%	123-222
Close	124-010	124-052	0-042	0.1%	123-285
Range	0-058	0-070	0-012	20.7%	0-245
ATR	0-069	0-069	0-000	0.1%	0-000
Volume	427,773	566,506	138,733	32.4%	2,124,327

Daily Pivots for day following 09-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-244	124-218	124-090
R3	124-174	124-148	124-071
R2	124-104	124-104	124-065
R1	124-078	124-078	124-058	124-091
PP	124-034	124-034	124-034	124-040
S1	124-008	124-008	124-046	124-021
S2	123-284	123-284	124-039
S3	123-214	123-258	124-033
S4	123-144	123-188	124-014

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%	0-073	0.2%	87%	False	False	550,233
10	124-147	123-222	0-245	0.6%	0-074	0.2%	61%	False	False	422,593
20	124-235	123-222	1-013	0.8%	0-070	0.2%	45%	False	False	457,053
40	124-265	123-222	1-043	0.9%	0-057	0.1%	41%	False	False	369,006
60	124-265	123-160	1-105	1.1%	0-051	0.1%	50%	False	False	246,212
80	124-265	123-160	1-105	1.1%	0-039	0.1%	50%	False	False	184,663

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 3 trading days

Fibonacci Retracements and Extensions
4.250	125-038
2.618	124-243
1.618	124-173
1.000	124-130
0.618	124-103
HIGH	124-060
0.618	124-033
0.500	124-025
0.382	124-017
LOW	123-310
0.618	123-267
1.000	123-240
1.618	123-197
2.618	123-127
4.250	123-012

Fisher Pivots for day following 09-Jan-2013
Pivot	1 day	3 day
R1	124-043	124-038
PP	124-034	124-023
S1	124-025	124-008

Download as Excel Spreadsheet

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

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