ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 26-Apr-2013

Day Change Summary
	Previous	Current
	25-Apr-2013	26-Apr-2013	Change	Change %	Previous Week
Open	124-030	124-040	0-010	0.0%	124-030
High	124-030	124-080	0-050	0.1%	124-080
Low	124-030	124-040	0-010	0.0%	124-020
Close	124-030	124-080	0-050	0.1%	124-080
Range	0-000	0-040	0-040		0-060
ATR	0-027	0-029	0-002	6.0%	0-000
Volume	1,518	4,459	2,941	193.7%	9,989

Daily Pivots for day following 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-187	124-173	124-102
R3	124-147	124-133	124-091
R2	124-107	124-107	124-087
R1	124-093	124-093	124-084	124-100
PP	124-067	124-067	124-067	124-070
S1	124-053	124-053	124-076	124-060
S2	124-027	124-027	124-073
S3	123-307	124-013	124-069
S4	123-267	123-293	124-058

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-240	124-220	124-113
R3	124-180	124-160	124-096
R2	124-120	124-120	124-091
R1	124-100	124-100	124-086	124-110
PP	124-060	124-060	124-060	124-065
S1	124-040	124-040	124-074	124-050
S2	124-000	124-000	124-069
S3	123-260	123-300	124-064
S4	123-200	123-240	124-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-080	124-020	0-060	0.2%	0-012	0.0%	100%	True	False	1,997
10	124-080	124-000	0-080	0.2%	0-008	0.0%	100%	True	False	1,991

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	124-250
2.618	124-185
1.618	124-145
1.000	124-120
0.618	124-105
HIGH	124-080
0.618	124-065
0.500	124-060
0.382	124-055
LOW	124-040
0.618	124-015
1.000	124-000
1.618	123-295
2.618	123-255
4.250	123-190

Fisher Pivots for day following 26-Apr-2013
Pivot	1 day	3 day
R1	124-073	124-070
PP	124-067	124-060
S1	124-060	124-050

Download as Excel Spreadsheet

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

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