ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 23-May-2013

Day Change Summary
	Previous	Current
	22-May-2013	23-May-2013	Change	Change %	Previous Week
Open	123-172	123-030	-0-142	-0.4%	123-150
High	123-227	123-110	-0-117	-0.3%	123-250
Low	123-032	122-307	-0-045	-0.1%	123-100
Close	123-047	123-042	-0-005	0.0%	123-160
Range	0-195	0-123	-0-072	-36.9%	0-150
ATR	0-066	0-070	0-004	6.2%	0-000
Volume	198,776	214,647	15,871	8.0%	69,778

Daily Pivots for day following 23-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-095	124-032	123-110
R3	123-292	123-229	123-076
R2	123-169	123-169	123-065
R1	123-106	123-106	123-053	123-138
PP	123-046	123-046	123-046	123-062
S1	122-303	122-303	123-031	123-014
S2	122-243	122-243	123-019
S3	122-120	122-180	123-008
S4	121-317	122-057	122-294

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-300	124-220	123-242
R3	124-150	124-070	123-201
R2	124-000	124-000	123-188
R1	123-240	123-240	123-174	123-280
PP	123-170	123-170	123-170	123-190
S1	123-090	123-090	123-146	123-130
S2	123-020	123-020	123-132
S3	122-190	122-260	123-119
S4	122-040	122-110	123-078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-240	122-307	0-253	0.6%	0-112	0.3%	22%	False	True	111,868
10	123-280	122-307	0-293	0.7%	0-099	0.3%	19%	False	True	61,550
20	124-150	122-307	1-163	1.2%	0-066	0.2%	11%	False	True	33,310

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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-313
2.618	124-112
1.618	123-309
1.000	123-233
0.618	123-186
HIGH	123-110
0.618	123-063
0.500	123-048
0.382	123-034
LOW	122-307
0.618	122-231
1.000	122-184
1.618	122-108
2.618	121-305
4.250	121-104

Fisher Pivots for day following 23-May-2013
Pivot	1 day	3 day
R1	123-048	123-107
PP	123-046	123-085
S1	123-044	123-064

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

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