ECBOT 5 Year T-Note Future March 2013

Trading Metrics calculated at close of trading on 24-Jan-2013

Day Change Summary
	Previous	Current
	23-Jan-2013	24-Jan-2013	Change	Change %	Previous Week
Open	124-060	124-082	0-022	0.1%	124-020
High	124-100	124-102	0-002	0.0%	124-107
Low	124-055	124-020	-0-035	-0.1%	123-295
Close	124-070	124-060	-0-010	0.0%	124-050
Range	0-045	0-082	0-037	82.2%	0-132
ATR	0-067	0-068	0-001	1.5%	0-000
Volume	395,465	574,962	179,497	45.4%	2,321,424

Daily Pivots for day following 24-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-307	124-265	124-105
R3	124-225	124-183	124-083
R2	124-143	124-143	124-075
R1	124-101	124-101	124-068	124-081
PP	124-061	124-061	124-061	124-050
S1	124-019	124-019	124-052	123-319
S2	123-299	123-299	124-045
S3	123-217	123-257	124-037
S4	123-135	123-175	124-015

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-120	125-057	124-123
R3	124-308	124-245	124-086
R2	124-176	124-176	124-074
R1	124-113	124-113	124-062	124-144
PP	124-044	124-044	124-044	124-060
S1	123-301	123-301	124-038	124-012
S2	123-232	123-232	124-026
S3	123-100	123-169	124-014
S4	122-288	123-037	123-297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-105	123-295	0-130	0.3%	0-079	0.2%	65%	False	False	499,017
10	124-107	123-285	0-142	0.4%	0-066	0.2%	67%	False	False	490,978
20	124-147	123-222	0-245	0.6%	0-070	0.2%	64%	False	False	456,785
40	124-265	123-222	1-043	0.9%	0-064	0.2%	44%	False	False	475,266
60	124-265	123-210	1-055	0.9%	0-058	0.1%	45%	False	False	328,022
80	124-265	123-160	1-105	1.1%	0-047	0.1%	52%	False	False	246,033

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
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	125-130
2.618	124-317
1.618	124-235
1.000	124-184
0.618	124-153
HIGH	124-102
0.618	124-071
0.500	124-061
0.382	124-051
LOW	124-020
0.618	123-289
1.000	123-258
1.618	123-207
2.618	123-125
4.250	122-312

Fisher Pivots for day following 24-Jan-2013
Pivot	1 day	3 day
R1	124-061	124-059
PP	124-061	124-058
S1	124-060	124-057

Download as Excel Spreadsheet

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

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