ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 20-May-2013

Day Change Summary
	Previous	Current
	17-May-2013	20-May-2013	Change	Change %	Previous Week
Open	124-027	123-300	-0-047	-0.1%	123-307
High	124-060	124-012	-0-048	-0.1%	124-067
Low	123-275	123-265	-0-010	0.0%	123-240
Close	123-297	123-290	-0-007	0.0%	123-297
Range	0-105	0-067	-0-038	-36.2%	0-147
ATR	0-071	0-071	0-000	-0.4%	0-000
Volume	694,960	647,000	-47,960	-6.9%	3,381,577

Daily Pivots for day following 20-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-177	124-140	124-007
R3	124-110	124-073	123-308
R2	124-043	124-043	123-302
R1	124-006	124-006	123-296	123-311
PP	123-296	123-296	123-296	123-288
S1	123-259	123-259	123-284	123-244
S2	123-229	123-229	123-278
S3	123-162	123-192	123-272
S4	123-095	123-125	123-253

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-109	125-030	124-058
R3	124-282	124-203	124-017
R2	124-135	124-135	124-004
R1	124-056	124-056	123-310	124-022
PP	123-308	123-308	123-308	123-291
S1	123-229	123-229	123-284	123-195
S2	123-161	123-161	123-270
S3	123-014	123-082	123-257
S4	122-187	122-255	123-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-067	123-240	0-147	0.4%	0-089	0.2%	34%	False	False	679,529
10	124-137	123-240	0-217	0.5%	0-077	0.2%	23%	False	False	642,614
20	124-267	123-240	1-027	0.9%	0-068	0.2%	14%	False	False	565,243
40	124-267	123-215	1-052	0.9%	0-067	0.2%	20%	False	False	551,188
60	124-267	123-060	1-207	1.3%	0-068	0.2%	44%	False	False	575,330
80	124-267	123-020	1-247	1.4%	0-066	0.2%	48%	False	False	438,599

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-297
2.618	124-187
1.618	124-120
1.000	124-079
0.618	124-053
HIGH	124-012
0.618	123-306
0.500	123-298
0.382	123-291
LOW	123-265
0.618	123-224
1.000	123-198
1.618	123-157
2.618	123-090
4.250	122-300

Fisher Pivots for day following 20-May-2013
Pivot	1 day	3 day
R1	123-298	124-006
PP	123-296	123-314
S1	123-293	123-302

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

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