ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 10-Sep-2013

Day Change Summary
	Previous	Current
	09-Sep-2013	10-Sep-2013	Change	Change %	Previous Week
Open	124-025	124-100	0-075	0.2%	125-000
High	124-195	124-110	-0-085	-0.2%	125-000
Low	124-010	123-310	-0-020	-0.1%	123-105
Close	124-155	124-050	-0-105	-0.3%	124-025
Range	0-185	0-120	-0-065	-35.1%	1-215
ATR	0-243	0-238	-0-006	-2.3%	0-000
Volume	17,549	54,748	37,199	212.0%	353,186

Daily Pivots for day following 10-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-090	125-030	124-116
R3	124-290	124-230	124-083
R2	124-170	124-170	124-072
R1	124-110	124-110	124-061	124-080
PP	124-050	124-050	124-050	124-035
S1	123-310	123-310	124-039	123-280
S2	123-250	123-250	124-028
S3	123-130	123-190	124-017
S4	123-010	123-070	123-304

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	129-048	128-092	124-319
R3	127-153	126-197	124-172
R2	125-258	125-258	124-123
R1	124-302	124-302	124-074	124-172
PP	124-043	124-043	124-043	123-299
S1	123-087	123-087	123-296	122-278
S2	122-148	122-148	123-247
S3	120-253	121-192	123-198
S4	119-038	119-297	123-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-230	123-105	1-125	1.1%	0-239	0.6%	60%	False	False	49,520
10	125-280	123-105	2-175	2.1%	0-236	0.6%	33%	False	False	693,205
20	126-165	123-105	3-060	2.6%	0-233	0.6%	26%	False	False	952,624
40	127-100	123-105	3-315	3.2%	0-211	0.5%	21%	False	False	943,470
60	129-245	123-105	6-140	5.2%	0-240	0.6%	13%	False	False	1,062,746
80	131-200	123-105	8-095	6.7%	0-245	0.6%	10%	False	False	1,092,551
100	133-000	123-105	9-215	7.8%	0-220	0.6%	9%	False	False	876,328
120	133-000	123-105	9-215	7.8%	0-194	0.5%	9%	False	False	730,421

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	125-300
2.618	125-104
1.618	124-304
1.000	124-230
0.618	124-184
HIGH	124-110
0.618	124-064
0.500	124-050
0.382	124-036
LOW	123-310
0.618	123-236
1.000	123-190
1.618	123-116
2.618	122-316
4.250	122-120

Fisher Pivots for day following 10-Sep-2013
Pivot	1 day	3 day
R1	124-050	124-036
PP	124-050	124-022
S1	124-050	124-008

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

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