ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 30-Aug-2013

Day Change Summary
	Previous	Current
	29-Aug-2013	30-Aug-2013	Change	Change %	Previous Week
Open	120-175	120-177	0-002	0.0%	120-095
High	120-205	120-205	0-000	0.0%	120-260
Low	120-080	120-125	0-045	0.1%	120-067
Close	120-192	120-182	-0-010	0.0%	120-182
Range	0-125	0-080	-0-045	-36.0%	0-193
ATR	0-125	0-121	-0-003	-2.6%	0-000
Volume	890,080	228,726	-661,354	-74.3%	4,378,131

Daily Pivots for day following 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-091	121-056	120-226
R3	121-011	120-296	120-204
R2	120-251	120-251	120-197
R1	120-216	120-216	120-189	120-234
PP	120-171	120-171	120-171	120-179
S1	120-136	120-136	120-175	120-154
S2	120-091	120-091	120-167
S3	120-011	120-056	120-160
S4	119-251	119-296	120-138

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-109	122-018	120-288
R3	121-236	121-145	120-235
R2	121-043	121-043	120-217
R1	120-272	120-272	120-200	120-318
PP	120-170	120-170	120-170	120-192
S1	120-079	120-079	120-164	120-124
S2	119-297	119-297	120-147
S3	119-104	119-206	120-129
S4	118-231	119-013	120-076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-260	120-067	0-193	0.5%	0-111	0.3%	60%	False	False	875,626
10	120-260	119-262	0-318	0.8%	0-120	0.3%	75%	False	False	800,032
20	121-207	119-262	1-265	1.5%	0-106	0.3%	41%	False	False	639,061
40	121-225	119-262	1-283	1.6%	0-113	0.3%	40%	False	False	594,451
60	122-250	119-262	2-308	2.5%	0-135	0.3%	25%	False	False	658,352
80	123-310	119-262	4-048	3.4%	0-129	0.3%	18%	False	False	599,621
100	124-150	119-262	4-208	3.9%	0-107	0.3%	16%	False	False	480,333

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	0-022
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	121-225
2.618	121-094
1.618	121-014
1.000	120-285
0.618	120-254
HIGH	120-205
0.618	120-174
0.500	120-165
0.382	120-156
LOW	120-125
0.618	120-076
1.000	120-045
1.618	119-316
2.618	119-236
4.250	119-105

Fisher Pivots for day following 30-Aug-2013
Pivot	1 day	3 day
R1	120-176	120-176
PP	120-171	120-169
S1	120-165	120-162

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

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