ECBOT 5 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 19-Sep-2013

Day Change Summary
	Previous	Current
	18-Sep-2013	19-Sep-2013	Change	Change %	Previous Week
Open	120-165	121-117	0-272	0.7%	119-237
High	121-157	121-117	-0-040	-0.1%	120-092
Low	120-100	121-042	0-262	0.7%	119-235
Close	121-120	121-065	-0-055	-0.1%	120-030
Range	1-057	0-075	-0-302	-80.1%	0-177
ATR	0-151	0-146	-0-005	-3.5%	0-000
Volume	34,655	20,426	-14,229	-41.1%	74,921

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-300	121-257	121-106
R3	121-225	121-182	121-086
R2	121-150	121-150	121-079
R1	121-107	121-107	121-072	121-091
PP	121-075	121-075	121-075	121-066
S1	121-032	121-032	121-058	121-016
S2	121-000	121-000	121-051
S3	120-245	120-277	121-044
S4	120-170	120-202	121-024

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-223	121-144	120-127
R3	121-046	120-287	120-079
R2	120-189	120-189	120-062
R1	120-110	120-110	120-046	120-150
PP	120-012	120-012	120-012	120-032
S1	119-253	119-253	120-014	119-292
S2	119-155	119-155	119-318
S3	118-298	119-076	119-301
S4	118-121	118-219	119-253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-157	119-267	1-210	1.4%	0-159	0.4%	83%	False	False	14,052
10	121-157	119-105	2-052	1.8%	0-140	0.4%	87%	False	False	16,162
20	121-157	119-092	2-065	1.8%	0-136	0.3%	87%	False	False	331,249
40	121-207	119-092	2-115	1.9%	0-123	0.3%	81%	False	False	432,280
60	121-225	119-092	2-133	2.0%	0-128	0.3%	79%	False	False	480,954
80	122-310	119-092	3-218	3.0%	0-136	0.4%	52%	False	False	582,385
100	124-150	119-092	5-058	4.3%	0-125	0.3%	37%	False	False	484,426

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

Fibonacci Retracements and Extensions
4.250	122-116
2.618	121-313
1.618	121-238
1.000	121-192
0.618	121-163
HIGH	121-117
0.618	121-088
0.500	121-080
0.382	121-071
LOW	121-042
0.618	120-316
1.000	120-287
1.618	120-241
2.618	120-166
4.250	120-043

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	121-080	121-033
PP	121-075	121-001
S1	121-070	120-288

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

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