ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	120-120	120-237	0-117	0.3%	122-175
High	120-280	121-030	0-070	0.2%	122-225
Low	120-075	120-210	0-135	0.4%	120-175
Close	120-222	121-007	0-105	0.3%	120-227
Range	0-205	0-140	-0-065	-31.7%	2-050
ATR	0-160	0-159	-0-001	-0.9%	0-000
Volume	852,953	744,825	-108,128	-12.7%	4,126,174

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-076	122-021	121-084
R3	121-256	121-201	121-046
R2	121-116	121-116	121-033
R1	121-061	121-061	121-020	121-088
PP	120-296	120-296	120-296	120-309
S1	120-241	120-241	120-314	120-268
S2	120-156	120-156	120-301
S3	120-016	120-101	120-288
S4	119-196	119-281	120-250

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	121-127	119-317	1-130	1.2%	0-207	0.5%	73%	False	False	891,261
10	122-225	119-317	2-228	2.2%	0-186	0.5%	38%	False	False	832,793
20	122-310	119-317	2-313	2.5%	0-166	0.4%	35%	False	False	858,436
40	124-150	119-317	4-153	3.7%	0-127	0.3%	23%	False	False	529,487
60	124-150	119-317	4-153	3.7%	0-090	0.2%	23%	False	False	353,531

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-031
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-305
2.618	122-077
1.618	121-257
1.000	121-170
0.618	121-117
HIGH	121-030
0.618	120-297
0.500	120-280
0.382	120-263
LOW	120-210
0.618	120-123
1.000	120-070
1.618	119-303
2.618	119-163
4.250	118-255

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	120-311	120-289
PP	120-296	120-251
S1	120-280	120-212

Download as Excel Spreadsheet

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

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