ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	123-050	123-027	-0-023	-0.1%	123-200
High	123-115	123-097	-0-018	0.0%	123-215
Low	122-255	122-270	0-015	0.0%	122-222
Close	122-315	123-022	0-027	0.1%	122-315
Range	0-180	0-147	-0-033	-18.3%	0-313
ATR	0-099	0-102	0-003	3.5%	0-000
Volume	470,441	142,203	-328,238	-69.8%	5,762,412

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-144	124-070	123-103
R3	123-317	123-243	123-062
R2	123-170	123-170	123-049
R1	123-096	123-096	123-035	123-060
PP	123-023	123-023	123-023	123-005
S1	122-269	122-269	123-009	122-232
S2	122-196	122-196	122-315
S3	122-049	122-122	122-302
S4	121-222	121-295	122-261

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-016	125-159	123-167
R3	125-023	124-166	123-081
R2	124-030	124-030	123-052
R1	123-173	123-173	123-024	123-105
PP	123-037	123-037	123-037	123-004
S1	122-180	122-180	122-286	122-112
S2	122-044	122-044	122-258
S3	121-051	121-187	122-229
S4	120-058	120-194	122-143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-215	122-222	0-313	0.8%	0-155	0.4%	38%	False	False	1,180,923
10	124-047	122-222	1-145	1.2%	0-126	0.3%	26%	False	False	1,076,755
20	124-145	122-222	1-243	1.4%	0-100	0.3%	21%	False	False	845,519
40	124-267	122-222	2-045	1.7%	0-078	0.2%	18%	False	False	670,108
60	124-267	122-222	2-045	1.7%	0-078	0.2%	18%	False	False	642,206
80	124-267	122-222	2-045	1.7%	0-074	0.2%	18%	False	False	564,485
100	124-267	122-222	2-045	1.7%	0-066	0.2%	18%	False	False	452,145

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	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-082
2.618	124-162
1.618	124-015
1.000	123-244
0.618	123-188
HIGH	123-097
0.618	123-041
0.500	123-024
0.382	123-006
LOW	122-270
0.618	122-179
1.000	122-123
1.618	122-032
2.618	121-205
4.250	120-285

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	123-024	123-025
PP	123-023	123-024
S1	123-022	123-023

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

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