ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 04-Sep-2013

Day Change Summary
	Previous	Current
	03-Sep-2013	04-Sep-2013	Change	Change %	Previous Week
Open	120-097	120-060	-0-037	-0.1%	120-095
High	120-135	120-080	-0-055	-0.1%	120-260
Low	119-300	119-265	-0-035	-0.1%	120-067
Close	120-075	119-280	-0-115	-0.3%	120-182
Range	0-155	0-135	-0-020	-12.9%	0-193
ATR	0-127	0-128	0-001	0.4%	0-000
Volume	161,258	57,690	-103,568	-64.2%	4,378,131

Daily Pivots for day following 04-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-080	120-315	120-034
R3	120-265	120-180	119-317
R2	120-130	120-130	119-305
R1	120-045	120-045	119-292	120-020
PP	119-315	119-315	119-315	119-302
S1	119-230	119-230	119-268	119-205
S2	119-180	119-180	119-255
S3	119-045	119-095	119-243
S4	118-230	118-280	119-206

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	120-245	119-265	0-300	0.8%	0-122	0.3%	5%	False	True	517,453
10	120-260	119-262	0-318	0.8%	0-130	0.3%	6%	False	False	712,394
20	121-207	119-262	1-265	1.5%	0-114	0.3%	3%	False	False	608,783
40	121-225	119-262	1-283	1.6%	0-113	0.3%	3%	False	False	575,302
60	122-225	119-262	2-283	2.4%	0-135	0.4%	2%	False	False	633,440
80	123-250	119-262	3-308	3.3%	0-131	0.3%	1%	False	False	602,303
100	124-150	119-262	4-208	3.9%	0-110	0.3%	1%	False	False	482,518

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	False
Bull Hook	False
Stretch	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-014
2.618	121-113
1.618	120-298
1.000	120-215
0.618	120-163
HIGH	120-080
0.618	120-028
0.500	120-012
0.382	119-317
LOW	119-265
0.618	119-182
1.000	119-130
1.618	119-047
2.618	118-232
4.250	118-011

Fisher Pivots for day following 04-Sep-2013
Pivot	1 day	3 day
R1	120-012	120-075
PP	119-315	120-037
S1	119-298	119-318

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

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