ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 30-May-2013

Day Change Summary
	Previous	Current
	29-May-2013	30-May-2013	Change	Change %	Previous Week
Open	123-015	123-047	0-032	0.1%	123-300
High	123-052	123-075	0-023	0.1%	124-047
Low	122-222	122-312	0-090	0.2%	123-147
Close	123-035	123-040	0-005	0.0%	123-212
Range	0-150	0-083	-0-067	-44.7%	0-220
ATR	0-093	0-093	-0-001	-0.8%	0-000
Volume	2,142,097	1,272,221	-869,876	-40.6%	4,862,935

Daily Pivots for day following 30-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-285	123-245	123-086
R3	123-202	123-162	123-063
R2	123-119	123-119	123-055
R1	123-079	123-079	123-048	123-058
PP	123-036	123-036	123-036	123-025
S1	122-316	122-316	123-032	122-294
S2	122-273	122-273	123-025
S3	122-190	122-233	123-017
S4	122-107	122-150	122-314

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	123-267	122-222	1-045	0.9%	0-124	0.3%	38%	False	False	1,446,417
10	124-067	122-222	1-165	1.2%	0-115	0.3%	28%	False	False	1,155,918
20	124-260	122-222	2-038	1.7%	0-093	0.2%	20%	False	False	879,888
40	124-267	122-222	2-045	1.7%	0-074	0.2%	20%	False	False	690,561
60	124-267	122-222	2-045	1.7%	0-075	0.2%	20%	False	False	649,875
80	124-267	122-222	2-045	1.7%	0-071	0.2%	20%	False	False	556,969
100	124-267	122-222	2-045	1.7%	0-063	0.2%	20%	False	False	446,019

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	0-031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-108
2.618	123-292
1.618	123-209
1.000	123-158
0.618	123-126
HIGH	123-075
0.618	123-043
0.500	123-034
0.382	123-024
LOW	122-312
0.618	122-261
1.000	122-229
1.618	122-178
2.618	122-095
4.250	121-279

Fisher Pivots for day following 30-May-2013
Pivot	1 day	3 day
R1	123-038	123-058
PP	123-036	123-052
S1	123-034	123-046

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

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