ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 25-Jun-2013

Day Change Summary
	Previous	Current
	24-Jun-2013	25-Jun-2013	Change	Change %	Previous Week
Open	120-237	120-180	-0-057	-0.1%	122-175
High	120-237	120-282	0-045	0.1%	122-225
Low	119-317	120-102	0-105	0.3%	120-175
Close	120-175	120-142	-0-033	-0.1%	120-227
Range	0-240	0-180	-0-060	-25.0%	2-050
ATR	0-155	0-157	0-002	1.2%	0-000
Volume	1,014,147	888,543	-125,604	-12.4%	4,126,174

Daily Pivots for day following 25-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-075	121-289	120-241
R3	121-215	121-109	120-192
R2	121-035	121-035	120-175
R1	120-249	120-249	120-158	120-212
PP	120-175	120-175	120-175	120-157
S1	120-069	120-069	120-126	120-032
S2	119-315	119-315	120-109
S3	119-135	119-209	120-092
S4	118-275	119-029	120-043

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-252	126-130	121-286
R3	125-202	124-080	121-097
R2	123-152	123-152	121-034
R1	122-030	122-030	120-290	121-226
PP	121-102	121-102	121-102	121-040
S1	119-300	119-300	120-164	119-176
S2	119-052	119-052	120-100
S3	117-002	117-250	120-037
S4	114-272	115-200	119-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-182	119-317	2-185	2.1%	0-252	0.7%	18%	False	False	995,111
10	122-225	119-317	2-228	2.3%	0-179	0.5%	17%	False	False	823,758
20	122-310	119-317	2-313	2.5%	0-161	0.4%	15%	False	False	886,678
40	124-150	119-317	4-153	3.7%	0-119	0.3%	10%	False	False	489,633

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	123-087
2.618	122-113
1.618	121-253
1.000	121-142
0.618	121-073
HIGH	120-282
0.618	120-213
0.500	120-192
0.382	120-171
LOW	120-102
0.618	119-311
1.000	119-242
1.618	119-131
2.618	118-271
4.250	117-297

Fisher Pivots for day following 25-Jun-2013
Pivot	1 day	3 day
R1	120-192	120-222
PP	120-175	120-195
S1	120-159	120-169

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

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