ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 25-Apr-2013

Day Change Summary
	Previous	Current
	24-Apr-2013	25-Apr-2013	Change	Change %	Previous Week
Open	124-135	124-150	0-015	0.0%	124-160
High	124-165	124-160	-0-005	0.0%	124-187
Low	124-120	124-127	0-007	0.0%	124-115
Close	124-157	124-152	-0-005	0.0%	124-127
Range	0-045	0-033	-0-012	-26.7%	0-072
ATR	0-062	0-060	-0-002	-3.3%	0-000
Volume	449,338	383,291	-66,047	-14.7%	2,539,686

Daily Pivots for day following 25-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-245	124-232	124-170
R3	124-212	124-199	124-161
R2	124-179	124-179	124-158
R1	124-166	124-166	124-155	124-172
PP	124-146	124-146	124-146	124-150
S1	124-133	124-133	124-149	124-140
S2	124-113	124-113	124-146
S3	124-080	124-100	124-143
S4	124-047	124-067	124-134

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-039	124-315	124-167
R3	124-287	124-243	124-147
R2	124-215	124-215	124-140
R1	124-171	124-171	124-134	124-157
PP	124-143	124-143	124-143	124-136
S1	124-099	124-099	124-120	124-085
S2	124-071	124-071	124-114
S3	123-319	124-027	124-107
S4	123-247	123-275	124-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-207	124-100	0-107	0.3%	0-050	0.1%	49%	False	False	470,138
10	124-207	124-097	0-110	0.3%	0-051	0.1%	50%	False	False	490,462
20	124-207	123-295	0-232	0.6%	0-061	0.2%	76%	False	False	515,101
40	124-207	123-060	1-147	1.2%	0-066	0.2%	88%	False	False	548,322
60	124-207	123-040	1-167	1.2%	0-064	0.2%	89%	False	False	421,258
80	124-207	123-020	1-187	1.3%	0-053	0.1%	89%	False	False	316,108

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-300
2.618	124-246
1.618	124-213
1.000	124-193
0.618	124-180
HIGH	124-160
0.618	124-147
0.500	124-144
0.382	124-140
LOW	124-127
0.618	124-107
1.000	124-094
1.618	124-074
2.618	124-041
4.250	123-307

Fisher Pivots for day following 25-Apr-2013
Pivot	1 day	3 day
R1	124-149	124-164
PP	124-146	124-160
S1	124-144	124-156

Download as Excel Spreadsheet

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

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