ECBOT 5 Year T-Note Future September 2013

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

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	120-192	120-137	-0-055	-0.1%	119-237
High	120-310	120-200	-0-110	-0.3%	120-092
Low	120-142	120-127	-0-015	0.0%	119-235
Close	120-147	120-177	0-030	0.1%	120-030
Range	0-168	0-073	-0-095	-56.5%	0-177
ATR	0-138	0-134	-0-005	-3.4%	0-000
Volume	8,281	4,225	-4,056	-49.0%	74,921

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-067	121-035	120-217
R3	120-314	120-282	120-197
R2	120-241	120-241	120-190
R1	120-209	120-209	120-184	120-225
PP	120-168	120-168	120-168	120-176
S1	120-136	120-136	120-170	120-152
S2	120-095	120-095	120-164
S3	120-022	120-063	120-157
S4	119-269	119-310	120-137

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-223	121-144	120-127
R3	121-046	120-287	120-079
R2	120-189	120-189	120-062
R1	120-110	120-110	120-046	120-150
PP	120-012	120-012	120-012	120-032
S1	119-253	119-253	120-014	119-292
S2	119-155	119-155	119-318
S3	118-298	119-076	119-301
S4	118-121	118-219	119-253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-310	119-240	1-070	1.0%	0-105	0.3%	66%	False	False	8,961
10	120-310	119-092	1-218	1.4%	0-126	0.3%	75%	False	False	21,848
20	120-310	119-092	1-218	1.4%	0-126	0.3%	75%	False	False	392,449
40	121-207	119-092	2-115	2.0%	0-117	0.3%	54%	False	False	460,883
60	121-225	119-092	2-133	2.0%	0-128	0.3%	52%	False	False	511,748
80	123-087	119-092	3-315	3.3%	0-134	0.3%	32%	False	False	596,636
100	124-150	119-092	5-058	4.3%	0-121	0.3%	24%	False	False	483,971

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Bull Hook	False
Stretch	0-015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-190
2.618	121-071
1.618	120-318
1.000	120-273
0.618	120-245
HIGH	120-200
0.618	120-172
0.500	120-164
0.382	120-155
LOW	120-127
0.618	120-082
1.000	120-054
1.618	120-009
2.618	119-256
4.250	119-137

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	120-172	120-161
PP	120-168	120-145
S1	120-164	120-128

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

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