ECBOT 5 Year T-Note Future June 2013

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	123-015	122-062	-0-273	-0.7%	122-237
High	123-015	122-062	-0-273	-0.7%	123-065
Low	121-307	121-245	-0-062	-0.2%	122-087
Close	122-087	121-295	-0-112	-0.3%	123-045
Range	1-028	0-137	-0-211	-60.6%	0-298
ATR	0-118	0-122	0-003	2.6%	0-000
Volume	11,930	1,831	-10,099	-84.7%	115,473

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-078	123-004	122-050
R3	122-261	122-187	122-013
R2	122-124	122-124	122-000
R1	122-050	122-050	121-308	122-018
PP	121-307	121-307	121-307	121-292
S1	121-233	121-233	121-282	121-202
S2	121-170	121-170	121-270
S3	121-033	121-096	121-257
S4	120-216	120-279	121-220

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	121-245	1-140	1.2%	0-132	0.3%	11%	False	True	11,093
10	123-105	121-245	1-180	1.3%	0-125	0.3%	10%	False	True	18,058
20	123-267	121-245	2-022	1.7%	0-124	0.3%	8%	False	True	407,618
40	124-267	121-245	3-022	2.5%	0-099	0.3%	5%	False	True	515,426
60	124-267	121-245	3-022	2.5%	0-087	0.2%	5%	False	True	521,838
80	124-267	121-245	3-022	2.5%	0-083	0.2%	5%	False	True	537,817
100	124-267	121-245	3-022	2.5%	0-078	0.2%	5%	False	True	455,116

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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-004
2.618	123-101
1.618	122-284
1.000	122-199
0.618	122-147
HIGH	122-062
0.618	122-010
0.500	121-314
0.382	121-297
LOW	121-245
0.618	121-160
1.000	121-108
1.618	121-023
2.618	120-206
4.250	119-303

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	121-314	122-136
PP	121-307	122-082
S1	121-301	122-029

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

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