ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 12-Jun-2013

Day Change Summary
	Previous	Current
	11-Jun-2013	12-Jun-2013	Change	Change %	Previous Week
Open	122-195	122-212	0-017	0.0%	123-027
High	122-235	122-237	0-002	0.0%	123-125
Low	122-087	122-165	0-078	0.2%	122-250
Close	122-220	122-177	-0-043	-0.1%	122-257
Range	0-148	0-072	-0-076	-51.4%	0-195
ATR	0-108	0-105	-0-003	-2.4%	0-000
Volume	16,961	15,230	-1,731	-10.2%	299,204

Daily Pivots for day following 12-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-089	123-045	122-217
R3	123-017	122-293	122-197
R2	122-265	122-265	122-190
R1	122-221	122-221	122-184	122-207
PP	122-193	122-193	122-193	122-186
S1	122-149	122-149	122-170	122-135
S2	122-121	122-121	122-164
S3	122-049	122-077	122-157
S4	121-297	122-005	122-137

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%	0-121	0.3%	25%	False	False	18,256
10	123-125	122-087	1-038	0.9%	0-117	0.3%	25%	False	False	208,459
20	124-067	122-087	1-300	1.6%	0-116	0.3%	15%	False	False	653,953
40	124-267	122-087	2-180	2.1%	0-087	0.2%	11%	False	False	589,867
60	124-267	122-087	2-180	2.1%	0-081	0.2%	11%	False	False	578,703
80	124-267	122-087	2-180	2.1%	0-079	0.2%	11%	False	False	566,124
100	124-267	122-087	2-180	2.1%	0-073	0.2%	11%	False	False	454,111

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-036
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	123-223
2.618	123-105
1.618	123-033
1.000	122-309
0.618	122-281
HIGH	122-237
0.618	122-209
0.500	122-201
0.382	122-193
LOW	122-165
0.618	122-121
1.000	122-093
1.618	122-049
2.618	121-297
4.250	121-179

Fisher Pivots for day following 12-Jun-2013
Pivot	1 day	3 day
R1	122-201	122-177
PP	122-193	122-177
S1	122-185	122-177

Download as Excel Spreadsheet

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

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