ECBOT 10 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	123-135	124-025	0-210	0.5%	125-000
High	124-230	124-195	-0-035	-0.1%	125-000
Low	123-105	124-010	0-225	0.6%	123-105
Close	124-025	124-155	0-130	0.3%	124-025
Range	1-125	0-185	-0-260	-58.4%	1-215
ATR	0-248	0-243	-0-004	-1.8%	0-000
Volume	56,292	17,549	-38,743	-68.8%	353,186

Daily Pivots for day following 09-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-035	125-280	124-257
R3	125-170	125-095	124-206
R2	124-305	124-305	124-189
R1	124-230	124-230	124-172	124-268
PP	124-120	124-120	124-120	124-139
S1	124-045	124-045	124-138	124-082
S2	123-255	123-255	124-121
S3	123-070	123-180	124-104
S4	122-205	122-315	124-053

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	129-048	128-092	124-319
R3	127-153	126-197	124-172
R2	125-258	125-258	124-123
R1	124-302	124-302	124-074	124-172
PP	124-043	124-043	124-043	123-299
S1	123-087	123-087	123-296	122-278
S2	122-148	122-148	123-247
S3	120-253	121-192	123-198
S4	119-038	119-297	123-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-000	123-105	1-215	1.3%	0-270	0.7%	69%	False	False	74,147
10	125-280	123-105	2-175	2.0%	0-240	0.6%	45%	False	False	795,601
20	126-315	123-105	3-210	2.9%	0-235	0.6%	32%	False	False	986,514
40	127-100	123-105	3-315	3.2%	0-214	0.5%	29%	False	False	961,155
60	129-255	123-105	6-150	5.2%	0-241	0.6%	18%	False	False	1,080,124
80	131-200	123-105	8-095	6.7%	0-247	0.6%	14%	False	False	1,092,253
100	133-000	123-105	9-215	7.8%	0-219	0.6%	12%	False	False	875,835

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	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-021
2.618	126-039
1.618	125-174
1.000	125-060
0.618	124-309
HIGH	124-195
0.618	124-124
0.500	124-102
0.382	124-081
LOW	124-010
0.618	123-216
1.000	123-145
1.618	123-031
2.618	122-166
4.250	121-184

Fisher Pivots for day following 09-Sep-2013
Pivot	1 day	3 day
R1	124-138	124-106
PP	124-120	124-057
S1	124-102	124-008

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

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