ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	122-175	122-140	-0-035	-0.1%	122-067
High	122-225	122-172	-0-053	-0.1%	122-222
Low	122-137	122-100	-0-037	-0.1%	121-202
Close	122-160	122-155	-0-005	0.0%	122-192
Range	0-088	0-072	-0-016	-18.2%	1-020
ATR	0-118	0-115	-0-003	-2.8%	0-000
Volume	496,076	557,229	61,153	12.3%	4,135,241

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-038	123-009	122-195
R3	122-286	122-257	122-175
R2	122-214	122-214	122-168
R1	122-185	122-185	122-162	122-200
PP	122-142	122-142	122-142	122-150
S1	122-113	122-113	122-148	122-128
S2	122-070	122-070	122-142
S3	121-318	122-041	122-135
S4	121-246	121-289	122-115

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	121-287	0-258	0.7%	0-106	0.3%	73%	False	False	652,404
10	122-310	121-202	1-108	1.1%	0-127	0.3%	64%	False	False	767,181
20	123-227	121-202	2-025	1.7%	0-132	0.3%	41%	False	False	722,748
40	124-150	121-202	2-268	2.3%	0-090	0.2%	30%	False	False	365,579

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	123-158
2.618	123-040
1.618	122-288
1.000	122-244
0.618	122-216
HIGH	122-172
0.618	122-144
0.500	122-136
0.382	122-128
LOW	122-100
0.618	122-056
1.000	122-028
1.618	121-304
2.618	121-232
4.250	121-114

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	122-149	122-162
PP	122-142	122-160
S1	122-136	122-158

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

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