ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 11-Jan-2013

Day Change Summary
	Previous	Current
	10-Jan-2013	11-Jan-2013	Change	Change %	Previous Week
Open	124-040	124-000	-0-040	-0.1%	123-290
High	124-042	124-035	-0-007	0.0%	124-060
Low	123-312	123-285	-0-027	-0.1%	123-277
Close	124-005	124-020	0-015	0.0%	124-020
Range	0-050	0-070	0-020	40.0%	0-103
ATR	0-069	0-069	0-000	0.2%	0-000
Volume	571,423	563,613	-7,810	-1.4%	2,490,089

Daily Pivots for day following 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-217	124-188	124-058
R3	124-147	124-118	124-039
R2	124-077	124-077	124-033
R1	124-048	124-048	124-026	124-062
PP	124-007	124-007	124-007	124-014
S1	123-298	123-298	124-014	123-312
S2	123-257	123-257	124-007
S3	123-187	123-228	124-001
S4	123-117	123-158	123-302

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-001	124-274	124-077
R3	124-218	124-171	124-048
R2	124-115	124-115	124-039
R1	124-068	124-068	124-029	124-092
PP	124-012	124-012	124-012	124-024
S1	123-285	123-285	124-011	123-308
S2	123-229	123-229	124-001
S3	123-126	123-182	123-312
S4	123-023	123-079	123-283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-060	123-277	0-103	0.3%	0-058	0.1%	61%	False	False	498,017
10	124-147	123-222	0-245	0.6%	0-072	0.2%	48%	False	False	487,396
20	124-207	123-222	0-305	0.8%	0-071	0.2%	39%	False	False	465,028
40	124-265	123-222	1-043	0.9%	0-059	0.1%	33%	False	False	397,106
60	124-265	123-160	1-105	1.1%	0-052	0.1%	42%	False	False	265,130
80	124-265	123-160	1-105	1.1%	0-040	0.1%	42%	False	False	198,851

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	125-012
2.618	124-218
1.618	124-148
1.000	124-105
0.618	124-078
HIGH	124-035
0.618	124-008
0.500	124-000
0.382	123-312
LOW	123-285
0.618	123-242
1.000	123-215
1.618	123-172
2.618	123-102
4.250	122-308

Fisher Pivots for day following 11-Jan-2013
Pivot	1 day	3 day
R1	124-013	124-018
PP	124-007	124-015
S1	124-000	124-012

Download as Excel Spreadsheet

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

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