ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 06-Jun-2013

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	122-125	122-175	0-050	0.1%	123-040
High	122-205	122-310	0-105	0.3%	123-060
Low	122-117	122-137	0-020	0.1%	122-045
Close	122-170	122-195	0-025	0.1%	122-132
Range	0-088	0-173	0-085	96.6%	1-015
ATR	0-097	0-103	0-005	5.6%	0-000
Volume	731,825	836,852	105,027	14.4%	4,507,693

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-093	123-317	122-290
R3	123-240	123-144	122-243
R2	123-067	123-067	122-227
R1	122-291	122-291	122-211	123-019
PP	122-214	122-214	122-214	122-238
S1	122-118	122-118	122-179	122-166
S2	122-041	122-041	122-163
S3	121-188	121-265	122-147
S4	121-015	121-092	122-100

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	122-310	122-067	0-243	0.6%	0-141	0.4%	53%	True	False	898,452
10	123-110	122-045	1-065	1.0%	0-136	0.3%	39%	False	False	806,470
20	123-310	122-045	1-265	1.5%	0-112	0.3%	26%	False	False	423,429
40	124-150	122-045	2-105	1.9%	0-066	0.2%	20%	False	False	213,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-034
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-085
2.618	124-123
1.618	123-270
1.000	123-163
0.618	123-097
HIGH	122-310
0.618	122-244
0.500	122-224
0.382	122-203
LOW	122-137
0.618	122-030
1.000	121-284
1.618	121-177
2.618	121-004
4.250	120-042

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	122-224	122-214
PP	122-214	122-207
S1	122-204	122-201

Download as Excel Spreadsheet

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

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