ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	129-190	129-240	0-050	0.1%	129-085
High	130-150	130-035	-0-115	-0.3%	130-150
Low	129-100	128-290	-0-130	-0.3%	128-290
Close	129-250	129-025	-0-225	-0.5%	129-025
Range	1-050	1-065	0-015	4.1%	1-180
ATR	0-221	0-233	0-012	5.3%	0-000
Volume	1,917,185	2,053,685	136,500	7.1%	8,857,865

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-312	132-073	129-237
R3	131-247	131-008	129-131
R2	130-182	130-182	129-096
R1	129-263	129-263	129-060	129-190
PP	129-117	129-117	129-117	129-080
S1	128-198	128-198	128-310	128-125
S2	128-052	128-052	128-274
S3	126-307	127-133	128-239
S4	125-242	126-068	128-133

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	134-055	133-060	129-300
R3	132-195	131-200	129-162
R2	131-015	131-015	129-117
R1	130-020	130-020	129-071	129-248
PP	129-155	129-155	129-155	129-109
S1	128-160	128-160	128-299	128-068
S2	127-295	127-295	128-253
S3	126-115	126-300	128-208
S4	124-255	125-120	128-070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-150	128-290	1-180	1.2%	0-283	0.7%	11%	False	True	1,771,573
10	130-205	128-195	2-010	1.6%	0-286	0.7%	23%	False	False	1,546,046
20	131-290	128-195	3-095	2.6%	0-256	0.6%	14%	False	False	808,405
40	133-000	128-195	4-125	3.4%	0-173	0.4%	11%	False	False	407,420

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-072
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	135-071
2.618	133-083
1.618	132-018
1.000	131-100
0.618	130-273
HIGH	130-035
0.618	129-208
0.500	129-162
0.382	129-117
LOW	128-290
0.618	128-052
1.000	127-225
1.618	126-307
2.618	125-242
4.250	123-254

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	129-162	129-220
PP	129-117	129-155
S1	129-071	129-090

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

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