ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 12-Jun-2013

Day Change Summary
	Previous	Current
	11-Jun-2013	12-Jun-2013	Change	Change %	Previous Week
Open	122-017	122-040	0-023	0.1%	122-155
High	122-052	122-062	0-010	0.0%	122-310
Low	121-202	121-287	0-085	0.2%	122-047
Close	122-030	121-305	-0-045	-0.1%	122-067
Range	0-170	0-095	-0-075	-44.1%	0-263
ATR	0-114	0-113	-0-001	-1.2%	0-000
Volume	1,127,439	691,264	-436,175	-38.7%	4,048,069

Daily Pivots for day following 12-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-290	122-232	122-037
R3	122-195	122-137	122-011
R2	122-100	122-100	122-002
R1	122-042	122-042	121-314	122-024
PP	122-005	122-005	122-005	121-315
S1	121-267	121-267	121-296	121-248
S2	121-230	121-230	121-288
S3	121-135	121-172	121-279
S4	121-040	121-077	121-253

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%	0-150	0.4%	24%	False	False	873,846
10	122-310	121-202	1-108	1.1%	0-137	0.4%	24%	False	False	891,915
20	123-250	121-202	2-048	1.8%	0-128	0.3%	15%	False	False	598,770
40	124-150	121-202	2-268	2.3%	0-080	0.2%	11%	False	False	301,452

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-146
2.618	122-311
1.618	122-216
1.000	122-157
0.618	122-121
HIGH	122-062
0.618	122-026
0.500	122-014
0.382	122-003
LOW	121-287
0.618	121-228
1.000	121-192
1.618	121-133
2.618	121-038
4.250	120-203

Fisher Pivots for day following 12-Jun-2013
Pivot	1 day	3 day
R1	122-014	121-305
PP	122-005	121-305
S1	121-315	121-304

Download as Excel Spreadsheet

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

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