ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 03-May-2013

Day Change Summary
	Previous	Current
	02-May-2013	03-May-2013	Change	Change %	Previous Week
Open	124-140	124-130	-0-010	0.0%	124-090
High	124-150	124-130	-0-020	-0.1%	124-150
Low	124-130	124-000	-0-130	-0.3%	124-000
Close	124-140	124-010	-0-130	-0.3%	124-010
Range	0-020	0-130	0-110	550.0%	0-150
ATR	0-028	0-036	0-008	28.6%	0-000
Volume	12,939	4,914	-8,025	-62.0%	26,605

Daily Pivots for day following 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-117	125-033	124-082
R3	124-307	124-223	124-046
R2	124-177	124-177	124-034
R1	124-093	124-093	124-022	124-070
PP	124-047	124-047	124-047	124-035
S1	123-283	123-283	123-318	123-260
S2	123-237	123-237	123-306
S3	123-107	123-153	123-294
S4	122-297	123-023	123-258

Weekly Pivots for week ending 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-183	125-087	124-092
R3	125-033	124-257	124-051
R2	124-203	124-203	124-038
R1	124-107	124-107	124-024	124-080
PP	124-053	124-053	124-053	124-040
S1	123-277	123-277	123-316	123-250
S2	123-223	123-223	123-302
S3	123-073	123-127	123-289
S4	122-243	122-297	123-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-150	124-000	0-150	0.4%	0-040	0.1%	7%	False	True	5,321
10	124-150	124-000	0-150	0.4%	0-026	0.1%	7%	False	True	3,659
20	124-150	123-270	0-200	0.5%	0-020	0.1%	30%	False	False	2,463

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	0-003
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	126-042
2.618	125-150
1.618	125-020
1.000	124-260
0.618	124-210
HIGH	124-130
0.618	124-080
0.500	124-065
0.382	124-050
LOW	124-000
0.618	123-240
1.000	123-190
1.618	123-110
2.618	122-300
4.250	122-088

Fisher Pivots for day following 03-May-2013
Pivot	1 day	3 day
R1	124-065	124-075
PP	124-047	124-053
S1	124-028	124-032

Download as Excel Spreadsheet

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

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