ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 31-May-2013

Day Change Summary
	Previous	Current
	30-May-2013	31-May-2013	Change	Change %	Previous Week
Open	122-197	122-197	0-000	0.0%	123-040
High	122-225	122-265	0-040	0.1%	123-060
Low	122-135	122-067	-0-068	-0.2%	122-045
Close	122-190	122-132	-0-058	-0.1%	122-132
Range	0-090	0-198	0-108	120.0%	1-015
ATR	0-086	0-094	0-008	9.3%	0-000
Volume	894,511	1,358,782	464,271	51.9%	4,507,693

Daily Pivots for day following 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-109	123-318	122-241
R3	123-231	123-120	122-186
R2	123-033	123-033	122-168
R1	122-242	122-242	122-150	122-198
PP	122-155	122-155	122-155	122-133
S1	122-044	122-044	122-114	122-000
S2	121-277	121-277	122-096
S3	121-079	121-166	122-078
S4	120-201	120-288	122-023

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-231	125-036	122-316
R3	124-216	124-021	122-224
R2	123-201	123-201	122-193
R1	123-006	123-006	122-163	122-256
PP	122-186	122-186	122-186	122-150
S1	121-311	121-311	122-101	121-241
S2	121-171	121-171	122-071
S3	120-156	120-296	122-040
S4	119-141	119-281	121-268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-087	122-045	1-042	0.9%	0-146	0.4%	24%	False	False	943,314
10	123-240	122-045	1-195	1.3%	0-129	0.3%	17%	False	False	527,591
20	124-130	122-045	2-085	1.9%	0-097	0.2%	12%	False	False	267,831
40	124-150	122-045	2-105	1.9%	0-056	0.1%	12%	False	False	135,047

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-146
2.618	124-143
1.618	123-265
1.000	123-143
0.618	123-067
HIGH	122-265
0.618	122-189
0.500	122-166
0.382	122-143
LOW	122-067
0.618	121-265
1.000	121-189
1.618	121-067
2.618	120-189
4.250	119-186

Fisher Pivots for day following 31-May-2013
Pivot	1 day	3 day
R1	122-166	122-155
PP	122-155	122-147
S1	122-143	122-140

Download as Excel Spreadsheet

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

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