ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 01-Jul-2013

Day Change Summary
	Previous	Current
	28-Jun-2013	01-Jul-2013	Change	Change %	Previous Week
Open	121-015	120-300	-0-035	-0.1%	120-237
High	121-077	121-035	-0-042	-0.1%	121-077
Low	120-217	120-227	0-010	0.0%	119-317
Close	121-015	121-002	-0-013	0.0%	121-015
Range	0-180	0-128	-0-052	-28.9%	1-080
ATR	0-160	0-158	-0-002	-1.4%	0-000
Volume	795,049	460,172	-334,877	-42.1%	4,295,517

Daily Pivots for day following 01-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-045	121-312	121-072
R3	121-237	121-184	121-037
R2	121-109	121-109	121-025
R1	121-056	121-056	121-014	121-082
PP	120-301	120-301	120-301	120-315
S1	120-248	120-248	120-310	120-274
S2	120-173	120-173	120-299
S3	120-045	120-120	120-287
S4	119-237	119-312	120-252

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-163	124-009	121-235
R3	123-083	122-249	121-125
R2	122-003	122-003	121-088
R1	121-169	121-169	121-052	121-246
PP	120-243	120-243	120-243	120-282
S1	120-089	120-089	120-298	120-166
S2	119-163	119-163	120-262
S3	118-083	119-009	120-225
S4	117-003	117-249	120-115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-077	120-075	1-002	0.8%	0-167	0.4%	77%	False	False	748,308
10	122-182	119-317	2-185	2.1%	0-198	0.5%	39%	False	False	838,578
20	122-310	119-317	2-313	2.5%	0-163	0.4%	34%	False	False	805,306
40	124-010	119-317	4-013	3.3%	0-131	0.3%	25%	False	False	560,422
60	124-150	119-317	4-153	3.7%	0-094	0.2%	23%	False	False	374,435

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	122-259
2.618	122-050
1.618	121-242
1.000	121-163
0.618	121-114
HIGH	121-035
0.618	120-306
0.500	120-291
0.382	120-276
LOW	120-227
0.618	120-148
1.000	120-099
1.618	120-020
2.618	119-212
4.250	119-003

Fisher Pivots for day following 01-Jul-2013
Pivot	1 day	3 day
R1	120-312	120-316
PP	120-301	120-310
S1	120-291	120-304

Download as Excel Spreadsheet

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

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