ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 29-May-2013

Day Change Summary
	Previous	Current
	28-May-2013	29-May-2013	Change	Change %	Previous Week
Open	123-040	122-160	-0-200	-0.5%	123-150
High	123-060	122-202	-0-178	-0.5%	123-227
Low	122-152	122-045	-0-107	-0.3%	122-307
Close	122-200	122-182	-0-018	0.0%	123-060
Range	0-228	0-157	-0-071	-31.1%	0-240
ATR	0-080	0-086	0-005	6.8%	0-000
Volume	986,290	1,268,110	281,820	28.6%	753,248

Daily Pivots for day following 29-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-294	123-235	122-268
R3	123-137	123-078	122-225
R2	122-300	122-300	122-211
R1	122-241	122-241	122-196	122-270
PP	122-143	122-143	122-143	122-158
S1	122-084	122-084	122-168	122-114
S2	121-306	121-306	122-153
S3	121-149	121-247	122-139
S4	120-312	121-090	122-096

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-171	125-036	123-192
R3	124-251	124-116	123-126
R2	124-011	124-011	123-104
R1	123-196	123-196	123-082	123-144
PP	123-091	123-091	123-091	123-065
S1	122-276	122-276	123-038	122-224
S2	122-171	122-171	123-016
S3	121-251	122-036	122-314
S4	121-011	121-116	122-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-227	122-045	1-182	1.3%	0-152	0.4%	27%	False	True	575,340
10	123-250	122-045	1-205	1.3%	0-118	0.3%	26%	False	True	305,626
20	124-150	122-045	2-105	1.9%	0-085	0.2%	18%	False	True	155,959
40	124-150	122-045	2-105	1.9%	0-050	0.1%	18%	False	True	78,716

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-229
2.618	123-293
1.618	123-136
1.000	123-039
0.618	122-299
HIGH	122-202
0.618	122-142
0.500	122-124
0.382	122-105
LOW	122-045
0.618	121-268
1.000	121-208
1.618	121-111
2.618	120-274
4.250	120-018

Fisher Pivots for day following 29-May-2013
Pivot	1 day	3 day
R1	122-162	122-226
PP	122-143	122-211
S1	122-124	122-197

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

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