ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 27-Mar-2013

Day Change Summary
	Previous	Current
	26-Mar-2013	27-Mar-2013	Change	Change %	Previous Week
Open	123-277	123-307	0-030	0.1%	123-240
High	123-312	124-070	0-078	0.2%	123-317
Low	123-245	123-300	0-055	0.1%	123-232
Close	123-307	124-050	0-063	0.2%	123-277
Range	0-067	0-090	0-023	34.3%	0-085
ATR	0-070	0-071	0-001	2.0%	0-000
Volume	594,579	774,513	179,934	30.3%	2,935,760

Daily Pivots for day following 27-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-303	124-267	124-100
R3	124-213	124-177	124-075
R2	124-123	124-123	124-066
R1	124-087	124-087	124-058	124-105
PP	124-033	124-033	124-033	124-042
S1	123-317	123-317	124-042	124-015
S2	123-263	123-263	124-034
S3	123-173	123-227	124-025
S4	123-083	123-137	124-000

Weekly Pivots for week ending 22-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-210	124-169	124-004
R3	124-125	124-084	123-300
R2	124-040	124-040	123-293
R1	123-319	123-319	123-285	124-020
PP	123-275	123-275	123-275	123-286
S1	123-234	123-234	123-269	123-254
S2	123-190	123-190	123-261
S3	123-105	123-149	123-254
S4	123-020	123-064	123-230

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-070	123-215	0-175	0.4%	0-069	0.2%	89%	True	False	582,600
10	124-070	123-087	0-303	0.8%	0-076	0.2%	93%	True	False	602,772
20	124-070	123-060	1-010	0.8%	0-071	0.2%	94%	True	False	581,544
40	124-070	123-040	1-030	0.9%	0-066	0.2%	94%	True	False	374,336
60	124-070	123-020	1-050	0.9%	0-050	0.1%	95%	True	False	249,776

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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-132
2.618	124-306
1.618	124-216
1.000	124-160
0.618	124-126
HIGH	124-070
0.618	124-036
0.500	124-025
0.382	124-014
LOW	123-300
0.618	123-244
1.000	123-210
1.618	123-154
2.618	123-064
4.250	122-238

Fisher Pivots for day following 27-Mar-2013
Pivot	1 day	3 day
R1	124-042	124-028
PP	124-033	124-005
S1	124-025	123-302

Download as Excel Spreadsheet

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

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