ECBOT 10 Year T-Note Future September 2013

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

Day Change Summary
	Previous	Current
	16-Aug-2013	19-Aug-2013	Change	Change %	Previous Week
Open	125-135	125-005	-0-130	-0.3%	126-255
High	125-150	125-005	-0-145	-0.4%	126-315
Low	124-210	124-155	-0-055	-0.1%	124-210
Close	124-315	124-195	-0-120	-0.3%	124-315
Range	0-260	0-170	-0-090	-34.6%	2-105
ATR	0-222	0-218	-0-004	-1.7%	0-000
Volume	1,145,450	1,021,671	-123,779	-10.8%	5,736,202

Daily Pivots for day following 19-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-095	125-315	124-288
R3	125-245	125-145	124-242
R2	125-075	125-075	124-226
R1	124-295	124-295	124-211	124-260
PP	124-225	124-225	124-225	124-208
S1	124-125	124-125	124-179	124-090
S2	124-055	124-055	124-164
S3	123-205	123-275	124-148
S4	123-035	123-105	124-102

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	132-168	131-027	126-085
R3	130-063	128-242	125-200
R2	127-278	127-278	125-132
R1	126-137	126-137	125-063	125-315
PP	125-173	125-173	125-173	125-102
S1	124-032	124-032	124-247	123-210
S2	123-068	123-068	124-178
S3	120-283	121-247	124-110
S4	118-178	119-142	123-225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-165	124-155	2-010	1.6%	0-236	0.6%	6%	False	True	1,205,066
10	126-315	124-155	2-160	2.0%	0-175	0.4%	5%	False	True	981,658
20	127-070	124-155	2-235	2.2%	0-204	0.5%	5%	False	True	1,015,545
40	127-100	124-115	2-305	2.4%	0-231	0.6%	8%	False	False	1,068,546
60	130-205	124-115	6-090	5.0%	0-248	0.6%	4%	False	False	1,229,629
80	133-000	124-115	8-205	6.9%	0-229	0.6%	3%	False	False	932,155
100	133-000	124-115	8-205	6.9%	0-198	0.5%	3%	False	False	746,232

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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-088
2.618	126-130
1.618	125-280
1.000	125-175
0.618	125-110
HIGH	125-005
0.618	124-260
0.500	124-240
0.382	124-220
LOW	124-155
0.618	124-050
1.000	123-305
1.618	123-200
2.618	123-030
4.250	122-072

Fisher Pivots for day following 19-Aug-2013
Pivot	1 day	3 day
R1	124-240	125-058
PP	124-225	124-317
S1	124-210	124-256

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

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