ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 09-Sep-2013

Day Change Summary
	Previous	Current
	06-Sep-2013	09-Sep-2013	Change	Change %	Previous Week
Open	119-132	119-237	0-105	0.3%	120-097
High	120-032	120-032	0-000	0.0%	120-135
Low	119-105	119-235	0-130	0.3%	119-092
Close	119-235	120-022	0-107	0.3%	119-235
Range	0-247	0-117	-0-130	-52.6%	1-043
ATR	0-140	0-139	-0-002	-1.2%	0-000
Volume	19,112	20,271	1,159	6.1%	292,314

Daily Pivots for day following 09-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-021	120-298	120-086
R3	120-224	120-181	120-054
R2	120-107	120-107	120-043
R1	120-064	120-064	120-033	120-086
PP	119-310	119-310	119-310	120-000
S1	119-267	119-267	120-011	119-288
S2	119-193	119-193	120-001
S3	119-076	119-150	119-310
S4	118-279	119-033	119-278

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	123-070	122-195	120-115
R3	122-027	121-152	120-015
R2	120-304	120-304	119-302
R1	120-109	120-109	119-268	120-025
PP	119-261	119-261	119-261	119-218
S1	119-066	119-066	119-202	118-302
S2	118-218	118-218	119-168
S3	117-175	118-023	119-135
S4	116-132	116-300	119-035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-135	119-092	1-043	0.9%	0-167	0.4%	69%	False	False	62,517
10	120-260	119-092	1-168	1.3%	0-139	0.4%	51%	False	False	469,071
20	121-207	119-092	2-115	2.0%	0-133	0.3%	33%	False	False	553,003
40	121-225	119-092	2-133	2.0%	0-118	0.3%	32%	False	False	530,232
60	122-225	119-092	3-133	2.8%	0-136	0.4%	23%	False	False	591,086
80	123-250	119-092	4-158	3.7%	0-135	0.4%	17%	False	False	603,132
100	124-150	119-092	5-058	4.3%	0-115	0.3%	15%	False	False	483,377

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	0-022
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-209
2.618	121-018
1.618	120-221
1.000	120-149
0.618	120-104
HIGH	120-032
0.618	119-307
0.500	119-294
0.382	119-280
LOW	119-235
0.618	119-163
1.000	119-118
1.618	119-046
2.618	118-249
4.250	118-058

Fisher Pivots for day following 09-Sep-2013
Pivot	1 day	3 day
R1	120-006	119-302
PP	119-310	119-262
S1	119-294	119-222

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

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