ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	123-017	123-005	-0-012	0.0%	122-237
High	123-052	123-027	-0-025	-0.1%	123-065
Low	123-012	122-292	-0-040	-0.1%	122-087
Close	123-012	123-012	0-000	0.0%	123-045
Range	0-040	0-055	0-015	37.5%	0-298
ATR	0-104	0-101	-0-004	-3.4%	0-000
Volume	7,966	13,443	5,477	68.8%	115,473

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-169	123-145	123-042
R3	123-114	123-090	123-027
R2	123-059	123-059	123-022
R1	123-035	123-035	123-017	123-047
PP	123-004	123-004	123-004	123-010
S1	122-300	122-300	123-007	122-312
S2	122-269	122-269	123-002
S3	122-214	122-245	122-317
S4	122-159	122-190	122-302

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-213	125-107	123-209
R3	124-235	124-129	123-127
R2	123-257	123-257	123-100
R1	123-151	123-151	123-072	123-204
PP	122-279	122-279	122-279	122-306
S1	122-173	122-173	123-018	122-226
S2	121-301	121-301	122-310
S3	121-003	121-195	122-283
S4	120-025	120-217	122-201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-065	122-165	0-220	0.6%	0-072	0.2%	76%	False	False	21,877
10	123-125	122-087	1-038	0.9%	0-097	0.2%	68%	False	False	24,825
20	124-047	122-087	1-280	1.5%	0-112	0.3%	41%	False	False	520,721
40	124-267	122-087	2-180	2.1%	0-090	0.2%	30%	False	False	542,982
60	124-267	122-087	2-180	2.1%	0-082	0.2%	30%	False	False	541,032
80	124-267	122-087	2-180	2.1%	0-079	0.2%	30%	False	False	561,678
100	124-267	122-087	2-180	2.1%	0-075	0.2%	30%	False	False	455,023

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-261
2.618	123-171
1.618	123-116
1.000	123-082
0.618	123-061
HIGH	123-027
0.618	123-006
0.500	123-000
0.382	122-313
LOW	122-292
0.618	122-258
1.000	122-237
1.618	122-203
2.618	122-148
4.250	122-058

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	123-008	123-018
PP	123-004	123-016
S1	123-000	123-014

Download as Excel Spreadsheet

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

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