ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	122-145	121-175	-0-290	-0.7%	122-067
High	122-182	121-182	-1-000	-0.8%	122-222
Low	121-117	121-000	-0-117	-0.3%	121-202
Close	121-200	121-067	-0-133	-0.3%	122-192
Range	1-065	0-182	-0-203	-52.7%	1-020
ATR	0-134	0-139	0-005	3.5%	0-000
Volume	966,389	1,150,641	184,252	19.1%	4,135,241

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-309	122-210	121-167
R3	122-127	122-028	121-117
R2	121-265	121-265	121-100
R1	121-166	121-166	121-084	121-124
PP	121-083	121-083	121-083	121-062
S1	120-304	120-304	121-050	120-262
S2	120-221	120-221	121-034
S3	120-039	120-122	121-017
S4	119-177	119-260	120-287

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	121-000	1-225	1.4%	0-165	0.4%	12%	False	True	774,324
10	122-250	121-000	1-250	1.5%	0-158	0.4%	12%	False	True	822,016
20	123-110	121-000	2-110	1.9%	0-147	0.4%	9%	False	True	814,243
40	124-150	121-000	3-150	2.9%	0-104	0.3%	6%	False	True	418,448

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-316
2.618	123-018
1.618	122-156
1.000	122-044
0.618	121-294
HIGH	121-182
0.618	121-112
0.500	121-091
0.382	121-070
LOW	121-000
0.618	120-208
1.000	120-138
1.618	120-026
2.618	119-164
4.250	118-186

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	121-091	121-251
PP	121-083	121-190
S1	121-075	121-128

Download as Excel Spreadsheet

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

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