ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 31-May-2013

Day Change Summary
	Previous	Current
	30-May-2013	31-May-2013	Change	Change %	Previous Week
Open	123-047	123-050	0-003	0.0%	123-200
High	123-075	123-115	0-040	0.1%	123-215
Low	122-312	122-255	-0-057	-0.1%	122-222
Close	123-040	122-315	-0-045	-0.1%	122-315
Range	0-083	0-180	0-097	116.9%	0-313
ATR	0-093	0-099	0-006	6.7%	0-000
Volume	1,272,221	470,441	-801,780	-63.0%	5,762,412

Daily Pivots for day following 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-235	124-135	123-094
R3	124-055	123-275	123-044
R2	123-195	123-195	123-028
R1	123-095	123-095	123-012	123-055
PP	123-015	123-015	123-015	122-315
S1	122-235	122-235	122-298	122-195
S2	122-155	122-155	122-282
S3	121-295	122-055	122-266
S4	121-115	121-195	122-216

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-016	125-159	123-167
R3	125-023	124-166	123-081
R2	124-030	124-030	123-052
R1	123-173	123-173	123-024	123-105
PP	123-037	123-037	123-037	123-004
S1	122-180	122-180	122-286	122-112
S2	122-044	122-044	122-258
S3	121-051	121-187	122-229
S4	120-058	120-194	122-143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-240	122-222	1-018	0.9%	0-136	0.3%	28%	False	False	1,303,087
10	124-060	122-222	1-158	1.2%	0-122	0.3%	19%	False	False	1,132,030
20	124-252	122-222	2-030	1.7%	0-100	0.3%	14%	False	False	882,103
40	124-267	122-222	2-045	1.7%	0-076	0.2%	14%	False	False	684,265
60	124-267	122-222	2-045	1.7%	0-077	0.2%	14%	False	False	649,944
80	124-267	122-222	2-045	1.7%	0-073	0.2%	14%	False	False	562,814
100	124-267	122-222	2-045	1.7%	0-065	0.2%	14%	False	False	450,723

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-240
2.618	124-266
1.618	124-086
1.000	123-295
0.618	123-226
HIGH	123-115
0.618	123-046
0.500	123-025
0.382	123-004
LOW	122-255
0.618	122-144
1.000	122-075
1.618	121-284
2.618	121-104
4.250	120-130

Fisher Pivots for day following 31-May-2013
Pivot	1 day	3 day
R1	123-025	123-008
PP	123-015	123-004
S1	123-005	123-000

Download as Excel Spreadsheet

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

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