ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	122-222	122-307	0-085	0.2%	122-237
High	122-310	123-065	0-075	0.2%	123-065
Low	122-197	122-307	0-110	0.3%	122-087
Close	122-247	123-045	0-118	0.3%	123-045
Range	0-113	0-078	-0-035	-31.0%	0-298
ATR	0-107	0-109	0-002	2.1%	0-000
Volume	52,449	20,299	-32,150	-61.3%	115,473

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-266	123-234	123-088
R3	123-188	123-156	123-066
R2	123-110	123-110	123-059
R1	123-078	123-078	123-052	123-094
PP	123-032	123-032	123-032	123-040
S1	123-000	123-000	123-038	123-016
S2	122-274	122-274	123-031
S3	122-196	122-242	123-024
S4	122-118	122-164	123-002

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-213	125-107	123-209
R3	124-235	124-129	123-127
R2	123-257	123-257	123-100
R1	123-151	123-151	123-072	123-204
PP	122-279	122-279	122-279	122-306
S1	122-173	122-173	123-018	122-226
S2	121-301	121-301	122-310
S3	121-003	121-195	122-283
S4	120-025	120-217	122-201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-065	122-087	0-298	0.8%	0-100	0.3%	93%	True	False	23,094
10	123-125	122-087	1-038	0.9%	0-110	0.3%	78%	False	False	41,467
20	124-060	122-087	1-293	1.6%	0-116	0.3%	45%	False	False	586,749
40	124-267	122-087	2-180	2.1%	0-090	0.2%	34%	False	False	563,732
60	124-267	122-087	2-180	2.1%	0-082	0.2%	34%	False	False	556,894
80	124-267	122-087	2-180	2.1%	0-080	0.2%	34%	False	False	566,660
100	124-267	122-087	2-180	2.1%	0-075	0.2%	34%	False	False	454,835

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-076
2.618	123-269
1.618	123-191
1.000	123-143
0.618	123-113
HIGH	123-065
0.618	123-035
0.500	123-026
0.382	123-017
LOW	122-307
0.618	122-259
1.000	122-229
1.618	122-181
2.618	122-103
4.250	121-296

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	123-039	123-015
PP	123-032	122-305
S1	123-026	122-275

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

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