ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 04-Jun-2013

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	123-027	123-040	0-013	0.0%	123-200
High	123-097	123-055	-0-042	-0.1%	123-215
Low	122-270	122-300	0-030	0.1%	122-222
Close	123-022	123-002	-0-020	-0.1%	122-315
Range	0-147	0-075	-0-072	-49.0%	0-313
ATR	0-102	0-100	-0-002	-1.9%	0-000
Volume	142,203	45,629	-96,574	-67.9%	5,762,412

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-237	123-195	123-043
R3	123-162	123-120	123-023
R2	123-087	123-087	123-016
R1	123-045	123-045	123-009	123-028
PP	123-012	123-012	123-012	123-004
S1	122-290	122-290	122-315	122-274
S2	122-257	122-257	122-308
S3	122-182	122-215	122-301
S4	122-107	122-140	122-281

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	123-115	122-222	0-213	0.5%	0-127	0.3%	47%	False	False	814,518
10	124-047	122-222	1-145	1.2%	0-127	0.3%	22%	False	False	1,016,617
20	124-137	122-222	1-235	1.4%	0-102	0.3%	18%	False	False	829,616
40	124-267	122-222	2-045	1.7%	0-079	0.2%	15%	False	False	659,391
60	124-267	122-222	2-045	1.7%	0-077	0.2%	15%	False	False	627,845
80	124-267	122-222	2-045	1.7%	0-074	0.2%	15%	False	False	564,888
100	124-267	122-222	2-045	1.7%	0-067	0.2%	15%	False	False	452,600

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-038
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	124-054
2.618	123-251
1.618	123-176
1.000	123-130
0.618	123-101
HIGH	123-055
0.618	123-026
0.500	123-018
0.382	123-009
LOW	122-300
0.618	122-254
1.000	122-225
1.618	122-179
2.618	122-104
4.250	121-301

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	123-018	123-025
PP	123-012	123-017
S1	123-007	123-010

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

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