ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	122-197	122-155	-0-042	-0.1%	123-040
High	122-265	122-250	-0-015	0.0%	123-060
Low	122-067	122-082	0-015	0.0%	122-045
Close	122-132	122-165	0-033	0.1%	122-132
Range	0-198	0-168	-0-030	-15.2%	1-015
ATR	0-094	0-099	0-005	5.6%	0-000
Volume	1,358,782	959,036	-399,746	-29.4%	4,507,693

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	124-030	123-265	122-257
R3	123-182	123-097	122-211
R2	123-014	123-014	122-196
R1	122-249	122-249	122-180	122-292
PP	122-166	122-166	122-166	122-187
S1	122-081	122-081	122-150	122-124
S2	121-318	121-318	122-134
S3	121-150	121-233	122-119
S4	120-302	121-065	122-073

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-231	125-036	122-316
R3	124-216	124-021	122-224
R2	123-201	123-201	122-193
R1	123-006	123-006	122-163	122-256
PP	122-186	122-186	122-186	122-150
S1	121-311	121-311	122-101	121-241
S2	121-171	121-171	122-071
S3	120-156	120-296	122-040
S4	119-141	119-281	121-268

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-060	122-045	1-015	0.9%	0-168	0.4%	36%	False	False	1,093,345
10	123-227	122-045	1-182	1.3%	0-135	0.3%	24%	False	False	621,997
20	124-010	122-045	1-285	1.5%	0-099	0.3%	20%	False	False	315,537
40	124-150	122-045	2-105	1.9%	0-060	0.2%	16%	False	False	159,000

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-004
2.618	124-050
1.618	123-202
1.000	123-098
0.618	123-034
HIGH	122-250
0.618	122-186
0.500	122-166
0.382	122-146
LOW	122-082
0.618	121-298
1.000	121-234
1.618	121-130
2.618	120-282
4.250	120-008

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	122-166	122-166
PP	122-166	122-166
S1	122-165	122-165

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

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