ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	122-067	122-017	-0-050	-0.1%	122-155
High	122-087	122-052	-0-035	-0.1%	122-310
Low	121-300	121-202	-0-098	-0.3%	122-047
Close	122-007	122-030	0-023	0.1%	122-067
Range	0-107	0-170	0-063	58.9%	0-263
ATR	0-110	0-114	0-004	3.9%	0-000
Volume	799,085	1,127,439	328,354	41.1%	4,048,069

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-178	123-114	122-124
R3	123-008	122-264	122-077
R2	122-158	122-158	122-061
R1	122-094	122-094	122-046	122-126
PP	121-308	121-308	121-308	122-004
S1	121-244	121-244	122-014	121-276
S2	121-138	121-138	121-319
S3	120-288	121-074	121-303
S4	120-118	120-224	121-256

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-290	124-122	122-212
R3	124-027	123-179	122-139
R2	123-084	123-084	122-115
R1	122-236	122-236	122-091	122-188
PP	122-141	122-141	122-141	122-118
S1	121-293	121-293	122-043	121-246
S2	121-198	121-198	122-019
S3	120-255	121-030	121-315
S4	119-312	120-087	121-242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-310	121-202	1-108	1.1%	0-148	0.4%	35%	False	True	881,958
10	122-310	121-202	1-108	1.1%	0-143	0.4%	35%	False	True	949,599
20	123-250	121-202	2-048	1.8%	0-127	0.3%	22%	False	True	564,627
40	124-150	121-202	2-268	2.3%	0-077	0.2%	16%	False	True	284,224

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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-134
2.618	123-177
1.618	123-007
1.000	122-222
0.618	122-157
HIGH	122-052
0.618	121-307
0.500	121-287
0.382	121-267
LOW	121-202
0.618	121-097
1.000	121-032
1.618	120-247
2.618	120-077
4.250	119-120

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	122-009	122-066
PP	121-308	122-054
S1	121-287	122-042

Download as Excel Spreadsheet

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

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