ECBOT 10 Year T-Note Future September 2013

Trading Metrics calculated at close of trading on 17-Sep-2013

Day Change Summary
	Previous	Current
	16-Sep-2013	17-Sep-2013	Change	Change %	Previous Week
Open	125-225	125-085	-0-140	-0.3%	124-025
High	125-255	125-145	-0-110	-0.3%	124-300
Low	125-010	125-035	0-025	0.1%	123-310
Close	125-020	125-070	0-050	0.1%	124-215
Range	0-245	0-110	-0-135	-55.1%	0-310
ATR	0-235	0-227	-0-008	-3.3%	0-000
Volume	15,130	8,527	-6,603	-43.6%	131,118

Daily Pivots for day following 17-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-093	126-032	125-130
R3	125-303	125-242	125-100
R2	125-193	125-193	125-090
R1	125-132	125-132	125-080	125-108
PP	125-083	125-083	125-083	125-071
S1	125-022	125-022	125-060	124-318
S2	124-293	124-293	125-050
S3	124-183	124-232	125-040
S4	124-073	124-122	125-010

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	127-138	127-007	125-066
R3	126-148	126-017	124-300
R2	125-158	125-158	124-272
R1	125-027	125-027	124-243	125-092
PP	124-168	124-168	124-168	124-201
S1	124-037	124-037	124-187	124-102
S2	123-178	123-178	124-158
S3	122-188	123-047	124-130
S4	121-198	122-057	124-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-255	124-010	1-245	1.4%	0-176	0.4%	67%	False	False	16,495
10	125-255	123-105	2-150	2.0%	0-208	0.5%	77%	False	False	33,008
20	125-280	123-105	2-175	2.0%	0-218	0.5%	74%	False	False	655,481
40	127-070	123-105	3-285	3.1%	0-211	0.5%	49%	False	False	835,513
60	127-100	123-105	3-315	3.2%	0-226	0.6%	47%	False	False	930,858
80	130-205	123-105	7-100	5.8%	0-241	0.6%	26%	False	False	1,086,092
100	133-000	123-105	9-215	7.7%	0-227	0.6%	20%	False	False	876,820
120	133-000	123-105	9-215	7.7%	0-201	0.5%	20%	False	False	731,107

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	126-292
2.618	126-113
1.618	126-003
1.000	125-255
0.618	125-213
HIGH	125-145
0.618	125-103
0.500	125-090
0.382	125-077
LOW	125-035
0.618	124-287
1.000	124-245
1.618	124-177
2.618	124-067
4.250	123-208

Fisher Pivots for day following 17-Sep-2013
Pivot	1 day	3 day
R1	125-090	125-044
PP	125-083	125-018
S1	125-077	124-312

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

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