ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 28-May-2013

Day Change Summary
	Previous	Current
	24-May-2013	28-May-2013	Change	Change %	Previous Week
Open	123-045	123-040	-0-005	0.0%	123-150
High	123-087	123-060	-0-027	-0.1%	123-227
Low	123-030	122-152	-0-198	-0.5%	122-307
Close	123-060	122-200	-0-180	-0.5%	123-060
Range	0-057	0-228	0-171	300.0%	0-240
ATR	0-069	0-080	0-011	16.5%	0-000
Volume	208,881	986,290	777,409	372.2%	753,248

Daily Pivots for day following 28-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-288	124-152	123-005
R3	124-060	123-244	122-263
R2	123-152	123-152	122-242
R1	123-016	123-016	122-221	122-290
PP	122-244	122-244	122-244	122-221
S1	122-108	122-108	122-179	122-062
S2	122-016	122-016	122-158
S3	121-108	121-200	122-137
S4	120-200	120-292	122-075

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-171	125-036	123-192
R3	124-251	124-116	123-126
R2	124-011	124-011	123-104
R1	123-196	123-196	123-082	123-144
PP	123-091	123-091	123-091	123-065
S1	122-276	122-276	123-038	122-224
S2	122-171	122-171	123-016
S3	121-251	122-036	122-314
S4	121-011	121-116	122-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-227	122-152	1-075	1.0%	0-135	0.3%	12%	False	True	339,391
10	123-250	122-152	1-098	1.1%	0-111	0.3%	11%	False	True	179,656
20	124-150	122-152	1-318	1.6%	0-078	0.2%	8%	False	True	92,588

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	0-021
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	126-069
2.618	125-017
1.618	124-109
1.000	123-288
0.618	123-201
HIGH	123-060
0.618	122-293
0.500	122-266
0.382	122-239
LOW	122-152
0.618	122-011
1.000	121-244
1.618	121-103
2.618	120-195
4.250	119-143

Fisher Pivots for day following 28-May-2013
Pivot	1 day	3 day
R1	122-266	122-291
PP	122-244	122-261
S1	122-222	122-230

Download as Excel Spreadsheet

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

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