ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 17-Jun-2013

Day Change Summary
	Previous	Current
	14-Jun-2013	17-Jun-2013	Change	Change %	Previous Week
Open	122-307	123-017	0-030	0.1%	122-237
High	123-065	123-052	-0-013	0.0%	123-065
Low	122-307	123-012	0-025	0.1%	122-087
Close	123-045	123-012	-0-033	-0.1%	123-045
Range	0-078	0-040	-0-038	-48.7%	0-298
ATR	0-109	0-104	-0-005	-4.5%	0-000
Volume	20,299	7,966	-12,333	-60.8%	115,473

Daily Pivots for day following 17-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-145	123-119	123-034
R3	123-105	123-079	123-023
R2	123-065	123-065	123-019
R1	123-039	123-039	123-016	123-032
PP	123-025	123-025	123-025	123-022
S1	122-319	122-319	123-008	122-312
S2	122-305	122-305	123-005
S3	122-265	122-279	123-001
S4	122-225	122-239	122-310

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-213	125-107	123-209
R3	124-235	124-129	123-127
R2	123-257	123-257	123-100
R1	123-151	123-151	123-072	123-204
PP	122-279	122-279	122-279	122-306
S1	122-173	122-173	123-018	122-226
S2	121-301	121-301	122-310
S3	121-003	121-195	122-283
S4	120-025	120-217	122-201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-065	122-087	0-298	0.8%	0-090	0.2%	82%	False	False	22,581
10	123-125	122-087	1-038	0.9%	0-099	0.3%	68%	False	False	28,044
20	124-047	122-087	1-280	1.5%	0-113	0.3%	41%	False	False	552,399
40	124-267	122-087	2-180	2.1%	0-090	0.2%	30%	False	False	553,498
60	124-267	122-087	2-180	2.1%	0-082	0.2%	30%	False	False	547,980
80	124-267	122-087	2-180	2.1%	0-079	0.2%	30%	False	False	565,888
100	124-267	122-087	2-180	2.1%	0-075	0.2%	30%	False	False	454,911

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	123-222
2.618	123-157
1.618	123-117
1.000	123-092
0.618	123-077
HIGH	123-052
0.618	123-037
0.500	123-032
0.382	123-027
LOW	123-012
0.618	122-307
1.000	122-292
1.618	122-267
2.618	122-227
4.250	122-162

Fisher Pivots for day following 17-Jun-2013
Pivot	1 day	3 day
R1	123-032	122-318
PP	123-025	122-305
S1	123-019	122-291

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

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