ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	123-045	122-237	-0-128	-0.3%	123-027
High	123-105	122-267	-0-158	-0.4%	123-125
Low	122-250	122-180	-0-070	-0.2%	122-250
Close	122-257	122-202	-0-055	-0.1%	122-257
Range	0-175	0-087	-0-088	-50.3%	0-195
ATR	0-106	0-104	-0-001	-1.3%	0-000
Volume	29,945	10,534	-19,411	-64.8%	299,204

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-157	123-107	122-250
R3	123-070	123-020	122-226
R2	122-303	122-303	122-218
R1	122-253	122-253	122-210	122-234
PP	122-216	122-216	122-216	122-207
S1	122-166	122-166	122-194	122-148
S2	122-129	122-129	122-186
S3	122-042	122-079	122-178
S4	121-275	121-312	122-154

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-262	124-135	123-044
R3	124-067	123-260	122-311
R2	123-192	123-192	122-293
R1	123-065	123-065	122-275	123-031
PP	122-317	122-317	122-317	122-300
S1	122-190	122-190	122-239	122-156
S2	122-122	122-122	122-221
S3	121-247	121-315	122-203
S4	121-052	121-120	122-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-125	122-180	0-265	0.7%	0-107	0.3%	8%	False	True	33,507
10	123-215	122-180	1-035	0.9%	0-131	0.3%	6%	False	True	607,215
20	124-067	122-180	1-207	1.3%	0-112	0.3%	4%	False	True	715,833
40	124-267	122-180	2-087	1.9%	0-084	0.2%	3%	False	True	614,168
60	124-267	122-180	2-087	1.9%	0-081	0.2%	3%	False	True	597,083
80	124-267	122-180	2-087	1.9%	0-078	0.2%	3%	False	True	565,995
100	124-267	122-180	2-087	1.9%	0-072	0.2%	3%	False	True	453,809

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	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-317
2.618	123-175
1.618	123-088
1.000	123-034
0.618	123-001
HIGH	122-267
0.618	122-234
0.500	122-224
0.382	122-213
LOW	122-180
0.618	122-126
1.000	122-093
1.618	122-039
2.618	121-272
4.250	121-130

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	122-224	122-312
PP	122-216	122-276
S1	122-209	122-239

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

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