ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 30-Apr-2013

Day Change Summary
	Previous	Current
	29-Apr-2013	30-Apr-2013	Change	Change %	Previous Week
Open	124-192	124-202	0-010	0.0%	124-120
High	124-212	124-250	0-038	0.1%	124-207
Low	124-187	124-197	0-010	0.0%	124-100
Close	124-207	124-205	-0-002	0.0%	124-197
Range	0-025	0-053	0-028	112.0%	0-107
ATR	0-057	0-056	0-000	-0.5%	0-000
Volume	307,708	593,180	285,472	92.8%	2,328,105

Daily Pivots for day following 30-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-056	125-024	124-234
R3	125-003	124-291	124-220
R2	124-270	124-270	124-215
R1	124-238	124-238	124-210	124-254
PP	124-217	124-217	124-217	124-226
S1	124-185	124-185	124-200	124-201
S2	124-164	124-164	124-195
S3	124-111	124-132	124-190
S4	124-058	124-079	124-176

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-169	125-130	124-256
R3	125-062	125-023	124-226
R2	124-275	124-275	124-217
R1	124-236	124-236	124-207	124-256
PP	124-168	124-168	124-168	124-178
S1	124-129	124-129	124-187	124-148
S2	124-061	124-061	124-177
S3	123-274	124-022	124-168
S4	123-167	123-235	124-138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-250	124-120	0-130	0.3%	0-042	0.1%	65%	True	False	425,650
10	124-250	124-100	0-150	0.4%	0-047	0.1%	70%	True	False	476,444
20	124-250	124-007	0-243	0.6%	0-056	0.1%	81%	True	False	510,467
40	124-250	123-060	1-190	1.3%	0-065	0.2%	91%	True	False	535,292
60	124-250	123-040	1-210	1.3%	0-064	0.2%	92%	True	False	442,642
80	124-250	123-020	1-230	1.4%	0-055	0.1%	92%	True	False	332,303

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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-155
2.618	125-069
1.618	125-016
1.000	124-303
0.618	124-283
HIGH	124-250
0.618	124-230
0.500	124-224
0.382	124-217
LOW	124-197
0.618	124-164
1.000	124-144
1.618	124-111
2.618	124-058
4.250	123-292

Fisher Pivots for day following 30-Apr-2013
Pivot	1 day	3 day
R1	124-224	124-203
PP	124-217	124-202
S1	124-211	124-200

Download as Excel Spreadsheet

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

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