ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 09-May-2013

Day Change Summary
	Previous	Current
	08-May-2013	09-May-2013	Change	Change %	Previous Week
Open	123-300	123-300	0-000	0.0%	124-090
High	123-310	123-310	0-000	0.0%	124-150
Low	123-280	123-290	0-010	0.0%	124-000
Close	123-300	123-290	-0-010	0.0%	124-010
Range	0-030	0-020	-0-010	-33.3%	0-150
ATR	0-034	0-033	-0-001	-3.0%	0-000
Volume	926	3,029	2,103	227.1%	26,605

Daily Pivots for day following 09-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-037	124-023	123-301
R3	124-017	124-003	123-296
R2	123-317	123-317	123-294
R1	123-303	123-303	123-292	123-300
PP	123-297	123-297	123-297	123-295
S1	123-283	123-283	123-288	123-280
S2	123-277	123-277	123-286
S3	123-257	123-263	123-284
S4	123-237	123-243	123-279

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	124-130	123-280	0-170	0.4%	0-046	0.1%	6%	False	False	4,910
10	124-150	123-280	0-190	0.5%	0-034	0.1%	5%	False	False	5,070
20	124-150	123-280	0-190	0.5%	0-020	0.1%	5%	False	False	3,326

Crabel Price Patterns
NR	True
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	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-075
2.618	124-042
1.618	124-022
1.000	124-010
0.618	124-002
HIGH	123-310
0.618	123-302
0.500	123-300
0.382	123-298
LOW	123-290
0.618	123-278
1.000	123-270
1.618	123-258
2.618	123-238
4.250	123-205

Fisher Pivots for day following 09-May-2013
Pivot	1 day	3 day
R1	123-300	123-295
PP	123-297	123-293
S1	123-293	123-292

Download as Excel Spreadsheet

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

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