ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 02-May-2013

Day Change Summary
	Previous	Current
	01-May-2013	02-May-2013	Change	Change %	Previous Week
Open	124-120	124-140	0-020	0.1%	124-030
High	124-140	124-150	0-010	0.0%	124-080
Low	124-120	124-130	0-010	0.0%	124-020
Close	124-130	124-140	0-010	0.0%	124-080
Range	0-020	0-020	0-000	0.0%	0-060
ATR	0-029	0-028	-0-001	-2.1%	0-000
Volume	2,920	12,939	10,019	343.1%	9,989

Daily Pivots for day following 02-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-200	124-190	124-151
R3	124-180	124-170	124-146
R2	124-160	124-160	124-144
R1	124-150	124-150	124-142	124-150
PP	124-140	124-140	124-140	124-140
S1	124-130	124-130	124-138	124-130
S2	124-120	124-120	124-136
S3	124-100	124-110	124-134
S4	124-080	124-090	124-129

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	124-150	124-040	0-110	0.3%	0-022	0.1%	91%	True	False	5,230
10	124-150	124-000	0-150	0.4%	0-013	0.0%	93%	True	False	3,205
20	124-150	123-270	0-200	0.5%	0-014	0.0%	95%	True	False	2,263

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0-003

Fibonacci Retracements and Extensions
4.250	124-235
2.618	124-202
1.618	124-182
1.000	124-170
0.618	124-162
HIGH	124-150
0.618	124-142
0.500	124-140
0.382	124-138
LOW	124-130
0.618	124-118
1.000	124-110
1.618	124-098
2.618	124-078
4.250	124-045

Fisher Pivots for day following 02-May-2013
Pivot	1 day	3 day
R1	124-140	124-133
PP	124-140	124-127
S1	124-140	124-120

Download as Excel Spreadsheet

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

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