ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 19-Jun-2013

Day Change Summary
	Previous	Current
	18-Jun-2013	19-Jun-2013	Change	Change %	Previous Week
Open	123-005	123-015	0-010	0.0%	122-237
High	123-027	123-015	-0-012	0.0%	123-065
Low	122-292	121-307	-0-305	-0.8%	122-087
Close	123-012	122-087	-0-245	-0.6%	123-045
Range	0-055	1-028	0-293	532.7%	0-298
ATR	0-101	0-118	0-018	17.5%	0-000
Volume	13,443	11,930	-1,513	-11.3%	115,473

Daily Pivots for day following 19-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-220	125-022	122-278
R3	124-192	123-314	122-183
R2	123-164	123-164	122-151
R1	122-286	122-286	122-119	122-211
PP	122-136	122-136	122-136	122-099
S1	121-258	121-258	122-055	121-183
S2	121-108	121-108	122-023
S3	120-080	120-230	121-311
S4	119-052	119-202	121-216

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	121-307	1-078	1.0%	0-127	0.3%	25%	False	True	21,217
10	123-125	121-307	1-138	1.2%	0-124	0.3%	22%	False	True	19,737
20	124-047	121-307	2-060	1.8%	0-126	0.3%	14%	False	True	481,434
40	124-267	121-307	2-280	2.4%	0-097	0.2%	11%	False	True	526,614
60	124-267	121-307	2-280	2.4%	0-086	0.2%	11%	False	True	531,717
80	124-267	121-307	2-280	2.4%	0-082	0.2%	11%	False	True	551,973
100	124-267	121-307	2-280	2.4%	0-078	0.2%	11%	False	True	455,124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 119 trading days

Fibonacci Retracements and Extensions
4.250	127-214
2.618	125-286
1.618	124-258
1.000	124-043
0.618	123-230
HIGH	123-015
0.618	122-202
0.500	122-161
0.382	122-120
LOW	121-307
0.618	121-092
1.000	120-279
1.618	120-064
2.618	119-036
4.250	117-108

Fisher Pivots for day following 19-Jun-2013
Pivot	1 day	3 day
R1	122-161	122-180
PP	122-136	122-149
S1	122-112	122-118

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

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