ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 15-Jan-2013

Day Change Summary
	Previous	Current
	14-Jan-2013	15-Jan-2013	Change	Change %	Previous Week
Open	124-020	124-050	0-030	0.1%	123-290
High	124-065	124-095	0-030	0.1%	124-060
Low	124-017	124-040	0-023	0.1%	123-277
Close	124-042	124-077	0-035	0.1%	124-020
Range	0-048	0-055	0-007	14.6%	0-103
ATR	0-067	0-066	-0-001	-1.3%	0-000
Volume	410,247	467,434	57,187	13.9%	2,490,089

Daily Pivots for day following 15-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-236	124-211	124-107
R3	124-181	124-156	124-092
R2	124-126	124-126	124-087
R1	124-101	124-101	124-082	124-114
PP	124-071	124-071	124-071	124-077
S1	124-046	124-046	124-072	124-058
S2	124-016	124-016	124-067
S3	123-281	123-311	124-062
S4	123-226	123-256	124-047

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	124-095	123-285	0-130	0.3%	0-059	0.1%	86%	True	False	515,844
10	124-095	123-222	0-193	0.5%	0-066	0.2%	91%	True	False	523,802
20	124-147	123-222	0-245	0.6%	0-068	0.2%	71%	False	False	449,440
40	124-265	123-222	1-043	0.9%	0-060	0.2%	48%	False	False	418,391
60	124-265	123-160	1-105	1.1%	0-053	0.1%	56%	False	False	279,758
80	124-265	123-160	1-105	1.1%	0-042	0.1%	56%	False	False	209,821

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-009
2.618	124-239
1.618	124-184
1.000	124-150
0.618	124-129
HIGH	124-095
0.618	124-074
0.500	124-068
0.382	124-061
LOW	124-040
0.618	124-006
1.000	123-305
1.618	123-271
2.618	123-216
4.250	123-126

Fisher Pivots for day following 15-Jan-2013
Pivot	1 day	3 day
R1	124-074	124-061
PP	124-071	124-046
S1	124-068	124-030

Download as Excel Spreadsheet

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

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