ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 06-May-2013

Day Change Summary
	Previous	Current
	03-May-2013	06-May-2013	Change	Change %	Previous Week
Open	124-247	124-145	-0-102	-0.3%	124-192
High	124-252	124-145	-0-107	-0.3%	124-267
Low	124-117	124-100	-0-017	0.0%	124-117
Close	124-132	124-105	-0-027	-0.1%	124-132
Range	0-135	0-045	-0-090	-66.7%	0-150
ATR	0-062	0-061	-0-001	-2.0%	0-000
Volume	873,893	363,691	-510,202	-58.4%	2,621,023

Daily Pivots for day following 06-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-252	124-223	124-130
R3	124-207	124-178	124-117
R2	124-162	124-162	124-113
R1	124-133	124-133	124-109	124-125
PP	124-117	124-117	124-117	124-112
S1	124-088	124-088	124-101	124-080
S2	124-072	124-072	124-097
S3	124-027	124-043	124-093
S4	123-302	123-318	124-080

Weekly Pivots for week ending 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-302	125-207	124-214
R3	125-152	125-057	124-173
R2	125-002	125-002	124-160
R1	124-227	124-227	124-146	124-200
PP	124-172	124-172	124-172	124-158
S1	124-077	124-077	124-118	124-050
S2	124-022	124-022	124-104
S3	123-192	123-247	124-091
S4	123-042	123-097	124-050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-267	124-100	0-167	0.4%	0-071	0.2%	3%	False	True	535,401
10	124-267	124-100	0-167	0.4%	0-059	0.1%	3%	False	True	487,872
20	124-267	124-070	0-197	0.5%	0-056	0.1%	18%	False	False	489,167
40	124-267	123-085	1-182	1.3%	0-065	0.2%	68%	False	False	526,960
60	124-267	123-040	1-227	1.4%	0-065	0.2%	70%	False	False	476,645
80	124-267	123-020	1-247	1.4%	0-058	0.1%	71%	False	False	358,347

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-016
2.618	124-263
1.618	124-218
1.000	124-190
0.618	124-173
HIGH	124-145
0.618	124-128
0.500	124-122
0.382	124-117
LOW	124-100
0.618	124-072
1.000	124-055
1.618	124-027
2.618	123-302
4.250	123-229

Fisher Pivots for day following 06-May-2013
Pivot	1 day	3 day
R1	124-122	124-180
PP	124-117	124-155
S1	124-111	124-130

Download as Excel Spreadsheet

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

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