ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 14-May-2013

Day Change Summary
	Previous	Current
	13-May-2013	14-May-2013	Change	Change %	Previous Week
Open	123-307	123-310	0-003	0.0%	124-145
High	124-017	124-015	-0-002	0.0%	124-145
Low	123-275	123-245	-0-030	-0.1%	123-295
Close	123-307	123-277	-0-030	-0.1%	123-317
Range	0-062	0-090	0-028	45.2%	0-170
ATR	0-063	0-065	0-002	3.1%	0-000
Volume	630,928	638,850	7,922	1.3%	2,761,259

Daily Pivots for day following 14-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-236	124-186	124-006
R3	124-146	124-096	123-302
R2	124-056	124-056	123-294
R1	124-006	124-006	123-285	123-306
PP	123-286	123-286	123-286	123-276
S1	123-236	123-236	123-269	123-216
S2	123-196	123-196	123-260
S3	123-106	123-146	123-252
S4	123-016	123-056	123-228

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-229	125-123	124-090
R3	125-059	124-273	124-044
R2	124-209	124-209	124-028
R1	124-103	124-103	124-013	124-071
PP	124-039	124-039	124-039	124-023
S1	123-253	123-253	123-301	123-221
S2	123-189	123-189	123-286
S3	123-019	123-083	123-270
S4	122-169	122-233	123-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-137	123-245	0-212	0.5%	0-073	0.2%	15%	False	True	657,787
10	124-267	123-245	1-022	0.9%	0-071	0.2%	9%	False	True	575,117
20	124-267	123-245	1-022	0.9%	0-059	0.1%	9%	False	True	525,781
40	124-267	123-215	1-052	0.9%	0-064	0.2%	17%	False	False	541,077
60	124-267	123-060	1-207	1.3%	0-066	0.2%	41%	False	False	536,847
80	124-267	123-020	1-247	1.4%	0-063	0.2%	45%	False	False	404,150

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-078
2.618	124-251
1.618	124-161
1.000	124-105
0.618	124-071
HIGH	124-015
0.618	123-301
0.500	123-290
0.382	123-279
LOW	123-245
0.618	123-189
1.000	123-155
1.618	123-099
2.618	123-009
4.250	122-182

Fisher Pivots for day following 14-May-2013
Pivot	1 day	3 day
R1	123-290	124-012
PP	123-286	123-314
S1	123-281	123-296

Download as Excel Spreadsheet

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

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