ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 10-Sep-2013

Day Change Summary
	Previous	Current
	09-Sep-2013	10-Sep-2013	Change	Change %	Previous Week
Open	119-237	119-295	0-058	0.2%	120-097
High	120-032	119-295	-0-057	-0.1%	120-135
Low	119-235	119-242	0-007	0.0%	119-092
Close	120-022	119-260	-0-082	-0.2%	119-235
Range	0-117	0-053	-0-064	-54.7%	1-043
ATR	0-139	0-136	-0-003	-2.0%	0-000
Volume	20,271	22,347	2,076	10.2%	292,314

Daily Pivots for day following 10-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-105	120-075	119-289
R3	120-052	120-022	119-275
R2	119-319	119-319	119-270
R1	119-289	119-289	119-265	119-278
PP	119-266	119-266	119-266	119-260
S1	119-236	119-236	119-255	119-224
S2	119-213	119-213	119-250
S3	119-160	119-183	119-245
S4	119-107	119-130	119-231

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	120-080	119-092	0-308	0.8%	0-147	0.4%	55%	False	False	34,734
10	120-260	119-092	1-168	1.3%	0-135	0.4%	34%	False	False	382,247
20	121-132	119-092	2-040	1.8%	0-132	0.3%	25%	False	False	536,023
40	121-225	119-092	2-133	2.0%	0-116	0.3%	22%	False	False	521,094
60	122-225	119-092	3-133	2.9%	0-136	0.4%	15%	False	False	579,770
80	123-240	119-092	4-148	3.7%	0-135	0.4%	12%	False	False	603,068
100	124-150	119-092	5-058	4.3%	0-116	0.3%	10%	False	False	483,582

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	120-200
2.618	120-114
1.618	120-061
1.000	120-028
0.618	120-008
HIGH	119-295
0.618	119-275
0.500	119-268
0.382	119-262
LOW	119-242
0.618	119-209
1.000	119-189
1.618	119-156
2.618	119-103
4.250	119-017

Fisher Pivots for day following 10-Sep-2013
Pivot	1 day	3 day
R1	119-268	119-250
PP	119-266	119-239
S1	119-263	119-228

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

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