ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 17-Jun-2013

Day Change Summary
	Previous	Current
	14-Jun-2013	17-Jun-2013	Change	Change %	Previous Week
Open	122-122	122-175	0-053	0.1%	122-067
High	122-222	122-225	0-003	0.0%	122-222
Low	122-122	122-137	0-015	0.0%	121-202
Close	122-192	122-160	-0-032	-0.1%	122-192
Range	0-100	0-088	-0-012	-12.0%	1-020
ATR	0-120	0-118	-0-002	-1.9%	0-000
Volume	701,289	496,076	-205,213	-29.3%	4,135,241

Daily Pivots for day following 17-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-118	123-067	122-208
R3	123-030	122-299	122-184
R2	122-262	122-262	122-176
R1	122-211	122-211	122-168	122-192
PP	122-174	122-174	122-174	122-165
S1	122-123	122-123	122-152	122-104
S2	122-086	122-086	122-144
S3	121-318	122-035	122-136
S4	121-230	121-267	122-112

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-159	125-035	123-059
R3	124-139	124-015	122-286
R2	123-119	123-119	122-254
R1	122-315	122-315	122-223	123-057
PP	122-099	122-099	122-099	122-130
S1	121-295	121-295	122-161	122-037
S2	121-079	121-079	122-130
S3	120-059	120-275	122-098
S4	119-039	119-255	122-005

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-225	121-202	1-023	0.9%	0-126	0.3%	81%	True	False	766,446
10	122-310	121-202	1-108	1.1%	0-128	0.3%	65%	False	False	772,035
20	123-227	121-202	2-025	1.7%	0-131	0.3%	42%	False	False	697,016
40	124-150	121-202	2-268	2.3%	0-088	0.2%	31%	False	False	351,692

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	123-279
2.618	123-135
1.618	123-047
1.000	122-313
0.618	122-279
HIGH	122-225
0.618	122-191
0.500	122-181
0.382	122-171
LOW	122-137
0.618	122-083
1.000	122-049
1.618	121-315
2.618	121-227
4.250	121-083

Fisher Pivots for day following 17-Jun-2013
Pivot	1 day	3 day
R1	122-181	122-139
PP	122-174	122-117
S1	122-167	122-096

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

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