ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	122-190	122-125	-0-065	-0.2%	123-040
High	122-197	122-205	0-008	0.0%	123-060
Low	122-117	122-117	0-000	0.0%	122-045
Close	122-140	122-170	0-030	0.1%	122-132
Range	0-080	0-088	0-008	10.0%	1-015
ATR	0-098	0-097	-0-001	-0.7%	0-000
Volume	605,766	731,825	126,059	20.8%	4,507,693

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-108	123-067	122-218
R3	123-020	122-299	122-194
R2	122-252	122-252	122-186
R1	122-211	122-211	122-178	122-232
PP	122-164	122-164	122-164	122-174
S1	122-123	122-123	122-162	122-144
S2	122-076	122-076	122-154
S3	121-308	122-035	122-146
S4	121-220	121-267	122-122

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	122-265	122-067	0-198	0.5%	0-125	0.3%	52%	False	False	909,984
10	123-227	122-045	1-182	1.3%	0-138	0.4%	25%	False	False	742,662
20	123-310	122-045	1-265	1.5%	0-105	0.3%	21%	False	False	381,632
40	124-150	122-045	2-105	1.9%	0-063	0.2%	17%	False	False	192,405

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-259
2.618	123-115
1.618	123-027
1.000	122-293
0.618	122-259
HIGH	122-205
0.618	122-171
0.500	122-161
0.382	122-151
LOW	122-117
0.618	122-063
1.000	122-029
1.618	121-295
2.618	121-207
4.250	121-063

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	122-167	122-169
PP	122-164	122-167
S1	122-161	122-166

Download as Excel Spreadsheet

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

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