ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	121-175	121-082	-0-093	-0.2%	122-175
High	121-182	121-127	-0-055	-0.1%	122-225
Low	121-000	120-175	-0-145	-0.4%	120-175
Close	121-067	120-227	-0-160	-0.4%	120-227
Range	0-182	0-272	0-090	49.5%	2-050
ATR	0-139	0-148	0-010	6.9%	0-000
Volume	1,150,641	955,839	-194,802	-16.9%	4,126,174

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-139	122-295	121-057
R3	122-187	122-023	120-302
R2	121-235	121-235	120-277
R1	121-071	121-071	120-252	121-017
PP	120-283	120-283	120-283	120-256
S1	120-119	120-119	120-202	120-065
S2	120-011	120-011	120-177
S3	119-059	119-167	120-152
S4	118-107	118-215	120-077

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-252	126-130	121-286
R3	125-202	124-080	121-097
R2	123-152	123-152	121-034
R1	122-030	122-030	120-290	121-226
PP	121-102	121-102	121-102	121-040
S1	119-300	119-300	120-164	119-176
S2	119-052	119-052	120-100
S3	117-002	117-250	120-037
S4	114-272	115-200	119-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-225	120-175	2-050	1.8%	0-200	0.5%	8%	False	True	825,234
10	122-225	120-175	2-050	1.8%	0-165	0.4%	8%	False	True	826,141
20	123-087	120-175	2-232	2.3%	0-154	0.4%	6%	False	True	851,302
40	124-150	120-175	3-295	3.2%	0-110	0.3%	4%	False	True	442,306

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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-003
2.618	123-199
1.618	122-247
1.000	122-079
0.618	121-295
HIGH	121-127
0.618	121-023
0.500	120-311
0.382	120-279
LOW	120-175
0.618	120-007
1.000	119-223
1.618	119-055
2.618	118-103
4.250	116-299

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	120-311	121-178
PP	120-283	121-088
S1	120-255	120-318

Download as Excel Spreadsheet

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

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