ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 30-May-2013

Day Change Summary
	Previous	Current
	29-May-2013	30-May-2013	Change	Change %	Previous Week
Open	122-160	122-197	0-037	0.1%	123-150
High	122-202	122-225	0-023	0.1%	123-227
Low	122-045	122-135	0-090	0.2%	122-307
Close	122-182	122-190	0-008	0.0%	123-060
Range	0-157	0-090	-0-067	-42.7%	0-240
ATR	0-086	0-086	0-000	0.4%	0-000
Volume	1,268,110	894,511	-373,599	-29.5%	753,248

Daily Pivots for day following 30-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-133	123-092	122-240
R3	123-043	123-002	122-215
R2	122-273	122-273	122-206
R1	122-232	122-232	122-198	122-208
PP	122-183	122-183	122-183	122-171
S1	122-142	122-142	122-182	122-118
S2	122-093	122-093	122-174
S3	122-003	122-052	122-165
S4	121-233	121-282	122-140

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	123-110	122-045	1-065	1.0%	0-131	0.3%	38%	False	False	714,487
10	123-250	122-045	1-205	1.3%	0-120	0.3%	28%	False	False	394,457
20	124-150	122-045	2-105	1.9%	0-088	0.2%	19%	False	False	200,539
40	124-150	122-045	2-105	1.9%	0-052	0.1%	19%	False	False	101,078

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	0-027
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-288
2.618	123-141
1.618	123-051
1.000	122-315
0.618	122-281
HIGH	122-225
0.618	122-191
0.500	122-180
0.382	122-169
LOW	122-135
0.618	122-079
1.000	122-045
1.618	121-309
2.618	121-219
4.250	121-072

Fisher Pivots for day following 30-May-2013
Pivot	1 day	3 day
R1	122-187	122-212
PP	122-183	122-205
S1	122-180	122-198

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

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