ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 18-Jul-2013

Day Change Summary
	Previous	Current
	17-Jul-2013	18-Jul-2013	Change	Change %	Previous Week
Open	121-060	121-150	0-090	0.2%	120-005
High	121-212	121-207	-0-005	0.0%	121-105
Low	121-032	121-110	0-078	0.2%	119-272
Close	121-152	121-132	-0-020	-0.1%	120-285
Range	0-180	0-097	-0-083	-46.1%	1-153
ATR	0-158	0-154	-0-004	-2.8%	0-000
Volume	628,029	595,185	-32,844	-5.2%	2,881,344

Daily Pivots for day following 18-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-121	122-063	121-185
R3	122-024	121-286	121-159
R2	121-247	121-247	121-150
R1	121-189	121-189	121-141	121-170
PP	121-150	121-150	121-150	121-140
S1	121-092	121-092	121-123	121-072
S2	121-053	121-053	121-114
S3	120-276	120-315	121-105
S4	120-179	120-218	121-079

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	121-212	120-245	0-287	0.7%	0-124	0.3%	72%	False	False	521,394
10	121-212	119-272	1-260	1.5%	0-151	0.4%	86%	False	False	589,541
20	121-212	119-272	1-260	1.5%	0-165	0.4%	86%	False	False	681,229
40	123-227	119-272	3-275	3.2%	0-156	0.4%	40%	False	False	723,939
60	124-150	119-272	4-198	3.8%	0-121	0.3%	34%	False	False	486,881

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-299
2.618	122-141
1.618	122-044
1.000	121-304
0.618	121-267
HIGH	121-207
0.618	121-170
0.500	121-158
0.382	121-147
LOW	121-110
0.618	121-050
1.000	121-013
1.618	120-273
2.618	120-176
4.250	120-018

Fisher Pivots for day following 18-Jul-2013
Pivot	1 day	3 day
R1	121-158	121-128
PP	121-150	121-123
S1	121-141	121-118

Download as Excel Spreadsheet

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

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