ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	123-040	122-305	-0-055	-0.1%	123-200
High	123-055	123-062	0-007	0.0%	123-215
Low	122-300	122-305	0-005	0.0%	122-222
Close	123-002	123-030	0-028	0.1%	122-315
Range	0-075	0-077	0-002	2.7%	0-313
ATR	0-100	0-099	-0-002	-1.7%	0-000
Volume	45,629	62,813	17,184	37.7%	5,762,412

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-257	123-220	123-072
R3	123-180	123-143	123-051
R2	123-103	123-103	123-044
R1	123-066	123-066	123-037	123-084
PP	123-026	123-026	123-026	123-035
S1	122-309	122-309	123-023	123-008
S2	122-269	122-269	123-016
S3	122-192	122-232	123-009
S4	122-115	122-155	122-308

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	123-115	122-255	0-180	0.5%	0-112	0.3%	53%	False	False	398,661
10	124-047	122-222	1-145	1.2%	0-128	0.3%	28%	False	False	943,132
20	124-137	122-222	1-235	1.4%	0-104	0.3%	23%	False	False	813,836
40	124-267	122-222	2-045	1.7%	0-080	0.2%	19%	False	False	649,633
60	124-267	122-222	2-045	1.7%	0-078	0.2%	19%	False	False	622,932
80	124-267	122-222	2-045	1.7%	0-074	0.2%	19%	False	False	565,538
100	124-267	122-222	2-045	1.7%	0-068	0.2%	19%	False	False	453,228

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-069
2.618	123-264
1.618	123-187
1.000	123-139
0.618	123-110
HIGH	123-062
0.618	123-033
0.500	123-024
0.382	123-014
LOW	122-305
0.618	122-257
1.000	122-228
1.618	122-180
2.618	122-103
4.250	121-298

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	123-028	123-028
PP	123-026	123-026
S1	123-024	123-024

Download as Excel Spreadsheet

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

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