ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	120-020	120-095	0-075	0.2%	120-207
High	120-122	120-160	0-038	0.1%	120-242
Low	119-262	120-067	0-125	0.3%	119-262
Close	120-080	120-125	0-045	0.1%	120-080
Range	0-180	0-093	-0-087	-48.3%	0-300
ATR	0-126	0-124	-0-002	-1.9%	0-000
Volume	1,025,695	890,589	-135,106	-13.2%	3,622,191

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-076	121-034	120-176
R3	120-303	120-261	120-151
R2	120-210	120-210	120-142
R1	120-168	120-168	120-134	120-189
PP	120-117	120-117	120-117	120-128
S1	120-075	120-075	120-116	120-096
S2	120-024	120-024	120-108
S3	119-251	119-302	120-099
S4	119-158	119-209	120-074

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-028	122-194	120-245
R3	122-048	121-214	120-162
R2	121-068	121-068	120-135
R1	120-234	120-234	120-108	120-161
PP	120-088	120-088	120-088	120-052
S1	119-254	119-254	120-052	119-181
S2	119-108	119-108	120-025
S3	118-128	118-274	119-318
S4	117-148	117-294	119-235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-242	119-262	0-300	0.8%	0-130	0.3%	61%	False	False	796,340
10	121-132	119-262	1-190	1.3%	0-129	0.3%	36%	False	False	689,800
20	121-207	119-262	1-265	1.5%	0-117	0.3%	31%	False	False	600,227
40	121-225	119-262	1-283	1.6%	0-121	0.3%	30%	False	False	563,552
60	122-310	119-262	3-048	2.6%	0-136	0.4%	18%	False	False	652,451
80	124-130	119-262	4-188	3.8%	0-126	0.3%	12%	False	False	556,296
100	124-150	119-262	4-208	3.9%	0-104	0.3%	12%	False	False	445,489

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-235
2.618	121-083
1.618	120-310
1.000	120-253
0.618	120-217
HIGH	120-160
0.618	120-124
0.500	120-114
0.382	120-103
LOW	120-067
0.618	120-010
1.000	119-294
1.618	119-237
2.618	119-144
4.250	118-312

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	120-121	120-100
PP	120-117	120-076
S1	120-114	120-051

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

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