ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	121-022	120-295	-0-047	-0.1%	120-005
High	121-105	121-057	-0-048	-0.1%	121-105
Low	120-280	120-245	-0-035	-0.1%	119-272
Close	120-285	121-030	0-065	0.2%	120-285
Range	0-145	0-132	-0-013	-9.0%	1-153
ATR	0-166	0-164	-0-002	-1.5%	0-000
Volume	517,303	387,847	-129,456	-25.0%	2,881,344

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-080	122-027	121-103
R3	121-268	121-215	121-066
R2	121-136	121-136	121-054
R1	121-083	121-083	121-042	121-110
PP	121-004	121-004	121-004	121-017
S1	120-271	120-271	121-018	120-298
S2	120-192	120-192	121-006
S3	120-060	120-139	120-314
S4	119-248	120-007	120-277

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-040	124-155	121-225
R3	123-207	123-002	121-095
R2	122-054	122-054	121-052
R1	121-169	121-169	121-008	121-272
PP	120-221	120-221	120-221	120-272
S1	120-016	120-016	120-242	120-118
S2	119-068	119-068	120-198
S3	117-235	118-183	120-155
S4	116-082	117-030	120-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-105	120-127	0-298	0.8%	0-115	0.3%	75%	False	False	548,952
10	121-110	119-272	1-158	1.2%	0-155	0.4%	83%	False	False	552,076
20	122-225	119-272	2-273	2.4%	0-175	0.5%	44%	False	False	697,122
40	123-240	119-272	3-288	3.2%	0-154	0.4%	32%	False	False	685,042
60	124-150	119-272	4-198	3.8%	0-116	0.3%	27%	False	False	458,574

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	0-053
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-298
2.618	122-083
1.618	121-271
1.000	121-189
0.618	121-139
HIGH	121-057
0.618	121-007
0.500	120-311
0.382	120-295
LOW	120-245
0.618	120-163
1.000	120-113
1.618	120-031
2.618	119-219
4.250	119-004

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	121-017	121-025
PP	121-004	121-020
S1	120-311	121-015

Download as Excel Spreadsheet

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

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