ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 07-May-2013

Day Change Summary
	Previous	Current
	06-May-2013	07-May-2013	Change	Change %	Previous Week
Open	124-145	124-122	-0-023	-0.1%	124-192
High	124-145	124-132	-0-013	0.0%	124-267
Low	124-100	124-087	-0-013	0.0%	124-117
Close	124-105	124-097	-0-008	0.0%	124-132
Range	0-045	0-045	0-000	0.0%	0-150
ATR	0-061	0-060	-0-001	-1.9%	0-000
Volume	363,691	378,407	14,716	4.0%	2,621,023

Daily Pivots for day following 07-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-240	124-214	124-122
R3	124-195	124-169	124-109
R2	124-150	124-150	124-105
R1	124-124	124-124	124-101	124-114
PP	124-105	124-105	124-105	124-101
S1	124-079	124-079	124-093	124-070
S2	124-060	124-060	124-089
S3	124-015	124-034	124-085
S4	123-290	123-309	124-072

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	124-087	0-180	0.5%	0-069	0.2%	6%	False	True	492,446
10	124-267	124-087	0-180	0.5%	0-056	0.1%	6%	False	True	459,048
20	124-267	124-070	0-197	0.5%	0-055	0.1%	14%	False	False	485,429
40	124-267	123-085	1-182	1.3%	0-065	0.2%	66%	False	False	527,480
60	124-267	123-040	1-227	1.4%	0-065	0.2%	69%	False	False	482,771
80	124-267	123-020	1-247	1.4%	0-059	0.1%	70%	False	False	363,075

Crabel Price Patterns
NR	False
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	0-008

Fibonacci Retracements and Extensions
4.250	125-003
2.618	124-250
1.618	124-205
1.000	124-177
0.618	124-160
HIGH	124-132
0.618	124-115
0.500	124-110
0.382	124-104
LOW	124-087
0.618	124-059
1.000	124-042
1.618	124-014
2.618	123-289
4.250	123-216

Fisher Pivots for day following 07-May-2013
Pivot	1 day	3 day
R1	124-110	124-170
PP	124-105	124-145
S1	124-101	124-121

Download as Excel Spreadsheet

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

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