ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 24-May-2013

Day Change Summary
	Previous	Current
	23-May-2013	24-May-2013	Change	Change %	Previous Week
Open	123-195	123-197	0-002	0.0%	123-300
High	123-267	123-240	-0-027	-0.1%	124-047
Low	123-147	123-185	0-038	0.1%	123-147
Close	123-200	123-212	0-012	0.0%	123-212
Range	0-120	0-055	-0-065	-54.2%	0-220
ATR	0-081	0-080	-0-002	-2.3%	0-000
Volume	1,187,088	753,027	-434,061	-36.6%	4,862,935

Daily Pivots for day following 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-057	124-030	123-242
R3	124-002	123-295	123-227
R2	123-267	123-267	123-222
R1	123-240	123-240	123-217	123-254
PP	123-212	123-212	123-212	123-219
S1	123-185	123-185	123-207	123-198
S2	123-157	123-157	123-202
S3	123-102	123-130	123-197
S4	123-047	123-075	123-182

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-262	125-137	124-013
R3	125-042	124-237	123-272
R2	124-142	124-142	123-252
R1	124-017	124-017	123-232	123-290
PP	123-242	123-242	123-242	123-218
S1	123-117	123-117	123-192	123-070
S2	123-022	123-022	123-172
S3	122-122	122-217	123-152
S4	121-222	121-317	123-091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-047	123-147	0-220	0.6%	0-098	0.2%	30%	False	False	972,587
10	124-067	123-147	0-240	0.6%	0-093	0.2%	27%	False	False	824,451
20	124-267	123-147	1-120	1.1%	0-078	0.2%	15%	False	False	681,339
40	124-267	123-147	1-120	1.1%	0-069	0.2%	15%	False	False	592,933
60	124-267	123-060	1-207	1.3%	0-070	0.2%	29%	False	False	586,040
80	124-267	123-040	1-227	1.4%	0-068	0.2%	31%	False	False	491,197
100	124-267	123-020	1-247	1.4%	0-059	0.1%	34%	False	False	393,101

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	0-030
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	124-154
2.618	124-064
1.618	124-009
1.000	123-295
0.618	123-274
HIGH	123-240
0.618	123-219
0.500	123-212
0.382	123-206
LOW	123-185
0.618	123-151
1.000	123-130
1.618	123-096
2.618	123-041
4.250	122-271

Fisher Pivots for day following 24-May-2013
Pivot	1 day	3 day
R1	123-212	123-257
PP	123-212	123-242
S1	123-212	123-227

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

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