ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	125-050	124-150	-0-220	-0.5%	126-255
High	125-075	124-180	-0-215	-0.5%	126-315
Low	124-125	124-025	-0-100	-0.3%	124-210
Close	124-230	124-085	-0-145	-0.4%	124-315
Range	0-270	0-155	-0-115	-42.6%	2-105
ATR	0-222	0-221	-0-001	-0.5%	0-000
Volume	1,278,075	1,225,230	-52,845	-4.1%	5,736,202

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-242	125-158	124-170
R3	125-087	125-003	124-128
R2	124-252	124-252	124-113
R1	124-168	124-168	124-099	124-132
PP	124-097	124-097	124-097	124-079
S1	124-013	124-013	124-071	123-298
S2	123-262	123-262	124-057
S3	123-107	123-178	124-042
S4	122-272	123-023	124-000

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	125-150	124-025	1-125	1.1%	0-211	0.5%	13%	False	True	1,141,443
10	126-315	124-025	2-290	2.3%	0-204	0.5%	6%	False	True	1,081,819
20	126-315	124-025	2-290	2.3%	0-204	0.5%	6%	False	True	1,036,885
40	127-100	124-025	3-075	2.6%	0-219	0.6%	6%	False	True	1,032,533
60	130-150	124-025	6-125	5.1%	0-244	0.6%	3%	False	True	1,234,490
80	133-000	124-025	8-295	7.2%	0-233	0.6%	2%	False	True	976,238
100	133-000	124-025	8-295	7.2%	0-203	0.5%	2%	False	True	781,631

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 6 trading days

Fibonacci Retracements and Extensions
4.250	126-199
2.618	125-266
1.618	125-111
1.000	125-015
0.618	124-276
HIGH	124-180
0.618	124-121
0.500	124-102
0.382	124-084
LOW	124-025
0.618	123-249
1.000	123-190
1.618	123-094
2.618	122-259
4.250	122-006

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	124-102	124-218
PP	124-097	124-173
S1	124-091	124-129

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

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