ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 19-Jun-2013

Day Change Summary
	Previous	Current
	18-Jun-2013	19-Jun-2013	Change	Change %	Previous Week
Open	122-140	122-145	0-005	0.0%	122-067
High	122-172	122-182	0-010	0.0%	122-222
Low	122-100	121-117	-0-303	-0.8%	121-202
Close	122-155	121-200	-0-275	-0.7%	122-192
Range	0-072	1-065	0-313	434.7%	1-020
ATR	0-115	0-134	0-019	16.8%	0-000
Volume	557,229	966,389	409,160	73.4%	4,135,241

Daily Pivots for day following 19-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-148	124-239	122-092
R3	124-083	123-174	121-306
R2	123-018	123-018	121-271
R1	122-109	122-109	121-235	122-031
PP	121-273	121-273	121-273	121-234
S1	121-044	121-044	121-165	120-286
S2	120-208	120-208	121-129
S3	119-143	119-299	121-094
S4	118-078	118-234	120-308

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-159	125-035	123-059
R3	124-139	124-015	122-286
R2	123-119	123-119	122-254
R1	122-315	122-315	122-223	123-057
PP	122-099	122-099	122-099	122-130
S1	121-295	121-295	122-161	122-037
S2	121-079	121-079	122-130
S3	120-059	120-275	122-098
S4	119-039	119-255	122-005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-225	121-117	1-108	1.1%	0-164	0.4%	19%	False	True	707,429
10	122-310	121-117	1-193	1.3%	0-157	0.4%	16%	False	True	790,637
20	123-227	121-117	2-110	1.9%	0-148	0.4%	11%	False	True	766,650
40	124-150	121-117	3-033	2.6%	0-100	0.3%	8%	False	True	389,707

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	127-218
2.618	125-230
1.618	124-165
1.000	123-247
0.618	123-100
HIGH	122-182
0.618	122-035
0.500	121-310
0.382	121-264
LOW	121-117
0.618	120-199
1.000	120-052
1.618	119-134
2.618	118-069
4.250	116-081

Fisher Pivots for day following 19-Jun-2013
Pivot	1 day	3 day
R1	121-310	122-011
PP	121-273	121-287
S1	121-236	121-244

Download as Excel Spreadsheet

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

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