ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	122-237	122-195	-0-042	-0.1%	123-027
High	122-267	122-235	-0-032	-0.1%	123-125
Low	122-180	122-087	-0-093	-0.2%	122-250
Close	122-202	122-220	0-018	0.0%	122-257
Range	0-087	0-148	0-061	70.1%	0-195
ATR	0-104	0-108	0-003	3.0%	0-000
Volume	10,534	16,961	6,427	61.0%	299,204

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-305	123-250	122-301
R3	123-157	123-102	122-261
R2	123-009	123-009	122-247
R1	122-274	122-274	122-234	122-302
PP	122-181	122-181	122-181	122-194
S1	122-126	122-126	122-206	122-154
S2	122-033	122-033	122-193
S3	121-205	121-298	122-179
S4	121-057	121-150	122-139

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-262	124-135	123-044
R3	124-067	123-260	122-311
R2	123-192	123-192	122-293
R1	123-065	123-065	122-275	123-031
PP	122-317	122-317	122-317	122-300
S1	122-190	122-190	122-239	122-156
S2	122-122	122-122	122-221
S3	121-247	121-315	122-203
S4	121-052	121-120	122-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-125	122-087	1-038	0.9%	0-122	0.3%	37%	False	True	27,773
10	123-125	122-087	1-038	0.9%	0-124	0.3%	37%	False	True	421,145
20	124-067	122-087	1-300	1.6%	0-116	0.3%	21%	False	True	685,134
40	124-267	122-087	2-180	2.1%	0-087	0.2%	16%	False	True	600,902
60	124-267	122-087	2-180	2.1%	0-081	0.2%	16%	False	True	588,139
80	124-267	122-087	2-180	2.1%	0-078	0.2%	16%	False	True	566,062
100	124-267	122-087	2-180	2.1%	0-073	0.2%	16%	False	True	453,970

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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-224
2.618	123-302
1.618	123-154
1.000	123-063
0.618	123-006
HIGH	122-235
0.618	122-178
0.500	122-161
0.382	122-144
LOW	122-087
0.618	121-316
1.000	121-259
1.618	121-168
2.618	121-020
4.250	120-098

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	122-200	122-256
PP	122-181	122-244
S1	122-161	122-232

Download as Excel Spreadsheet

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

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