ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	122-212	122-222	0-010	0.0%	123-027
High	122-237	122-310	0-073	0.2%	123-125
Low	122-165	122-197	0-032	0.1%	122-250
Close	122-177	122-247	0-070	0.2%	122-257
Range	0-072	0-113	0-041	56.9%	0-195
ATR	0-105	0-107	0-002	1.9%	0-000
Volume	15,230	52,449	37,219	244.4%	299,204

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-270	123-212	122-309
R3	123-157	123-099	122-278
R2	123-044	123-044	122-268
R1	122-306	122-306	122-257	123-015
PP	122-251	122-251	122-251	122-266
S1	122-193	122-193	122-237	122-222
S2	122-138	122-138	122-226
S3	122-025	122-080	122-216
S4	121-232	121-287	122-185

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	123-105	122-087	1-018	0.9%	0-119	0.3%	47%	False	False	25,023
10	123-125	122-087	1-038	0.9%	0-120	0.3%	45%	False	False	86,481
20	124-067	122-087	1-300	1.6%	0-117	0.3%	26%	False	False	621,200
40	124-267	122-087	2-180	2.1%	0-089	0.2%	20%	False	False	577,531
60	124-267	122-087	2-180	2.1%	0-082	0.2%	20%	False	False	567,222
80	124-267	122-087	2-180	2.1%	0-079	0.2%	20%	False	False	566,637
100	124-267	122-087	2-180	2.1%	0-074	0.2%	20%	False	False	454,634

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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-150
2.618	123-286
1.618	123-173
1.000	123-103
0.618	123-060
HIGH	122-310
0.618	122-267
0.500	122-254
0.382	122-240
LOW	122-197
0.618	122-127
1.000	122-084
1.618	122-014
2.618	121-221
4.250	121-037

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	122-254	122-231
PP	122-251	122-215
S1	122-249	122-198

Download as Excel Spreadsheet

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

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