ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 06-Aug-2013

Day Change Summary
	Previous	Current
	05-Aug-2013	06-Aug-2013	Change	Change %	Previous Week
Open	121-167	121-132	-0-035	-0.1%	121-145
High	121-177	121-150	-0-027	-0.1%	121-180
Low	121-097	121-097	0-000	0.0%	120-232
Close	121-122	121-125	0-003	0.0%	121-175
Range	0-080	0-053	-0-027	-33.8%	0-268
ATR	0-137	0-131	-0-006	-4.4%	0-000
Volume	405,129	419,382	14,253	3.5%	3,072,417

Daily Pivots for day following 06-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-283	121-257	121-154
R3	121-230	121-204	121-140
R2	121-177	121-177	121-135
R1	121-151	121-151	121-130	121-138
PP	121-124	121-124	121-124	121-117
S1	121-098	121-098	121-120	121-084
S2	121-071	121-071	121-115
S3	121-018	121-045	121-110
S4	120-285	120-312	121-096

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-253	123-162	122-002
R3	122-305	122-214	121-249
R2	122-037	122-037	121-224
R1	121-266	121-266	121-200	121-312
PP	121-089	121-089	121-089	121-112
S1	120-318	120-318	121-150	121-044
S2	120-141	120-141	121-126
S3	119-193	120-050	121-101
S4	118-245	119-102	121-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-180	120-232	0-268	0.7%	0-153	0.4%	79%	False	False	629,855
10	121-180	120-232	0-268	0.7%	0-120	0.3%	79%	False	False	564,528
20	121-225	120-127	1-098	1.1%	0-113	0.3%	76%	False	False	541,821
40	122-225	119-272	2-273	2.4%	0-145	0.4%	54%	False	False	645,768
60	123-250	119-272	3-298	3.2%	0-137	0.4%	39%	False	False	600,143
80	124-150	119-272	4-198	3.8%	0-109	0.3%	33%	False	False	450,951

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	0-025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-055
2.618	121-289
1.618	121-236
1.000	121-203
0.618	121-183
HIGH	121-150
0.618	121-130
0.500	121-124
0.382	121-117
LOW	121-097
0.618	121-064
1.000	121-044
1.618	121-011
2.618	120-278
4.250	120-192

Fisher Pivots for day following 06-Aug-2013
Pivot	1 day	3 day
R1	121-124	121-099
PP	121-124	121-072
S1	121-124	121-046

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

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