ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 04-Jun-2013

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	122-155	122-190	0-035	0.1%	123-040
High	122-250	122-197	-0-053	-0.1%	123-060
Low	122-082	122-117	0-035	0.1%	122-045
Close	122-165	122-140	-0-025	-0.1%	122-132
Range	0-168	0-080	-0-088	-52.4%	1-015
ATR	0-099	0-098	-0-001	-1.4%	0-000
Volume	959,036	605,766	-353,270	-36.8%	4,507,693

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-071	123-026	122-184
R3	122-311	122-266	122-162
R2	122-231	122-231	122-155
R1	122-186	122-186	122-147	122-168
PP	122-151	122-151	122-151	122-143
S1	122-106	122-106	122-133	122-088
S2	122-071	122-071	122-125
S3	121-311	122-026	122-118
S4	121-231	121-266	122-096

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	122-265	122-045	0-220	0.6%	0-139	0.4%	43%	False	False	1,017,241
10	123-227	122-045	1-182	1.3%	0-137	0.3%	19%	False	False	678,316
20	123-310	122-045	1-265	1.5%	0-102	0.3%	16%	False	False	345,120
40	124-150	122-045	2-105	1.9%	0-061	0.2%	13%	False	False	174,113

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123-217
2.618	123-086
1.618	123-006
1.000	122-277
0.618	122-246
HIGH	122-197
0.618	122-166
0.500	122-157
0.382	122-148
LOW	122-117
0.618	122-068
1.000	122-037
1.618	121-308
2.618	121-228
4.250	121-097

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	122-157	122-166
PP	122-151	122-157
S1	122-146	122-149

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

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