ECBOT 10 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	125-095	126-255	1-160	1.2%	124-025
High	126-280	126-295	0-015	0.0%	124-300
Low	124-280	126-035	1-075	1.0%	123-310
Close	126-185	126-040	-0-145	-0.4%	124-215
Range	2-000	0-260	-1-060	-59.4%	0-310
ATR	0-257	0-257	0-000	0.1%	0-000
Volume	29,861	4,242	-25,619	-85.8%	131,118

Daily Pivots for day following 19-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-263	128-092	126-183
R3	128-003	127-152	126-112
R2	127-063	127-063	126-088
R1	126-212	126-212	126-064	126-168
PP	126-123	126-123	126-123	126-101
S1	125-272	125-272	126-016	125-228
S2	125-183	125-183	125-312
S3	124-243	125-012	125-288
S4	123-303	124-072	125-217

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	126-295	124-050	2-245	2.2%	0-293	0.7%	71%	True	False	13,573
10	126-295	123-105	3-190	2.8%	0-253	0.6%	78%	True	False	24,517
20	126-295	123-105	3-190	2.8%	0-239	0.6%	78%	True	False	541,443
40	126-315	123-105	3-210	2.9%	0-222	0.6%	76%	False	False	788,575
60	127-100	123-105	3-315	3.2%	0-229	0.6%	70%	False	False	871,877
80	130-150	123-105	7-045	5.7%	0-245	0.6%	39%	False	False	1,068,978
100	133-000	123-105	9-215	7.7%	0-234	0.6%	29%	False	False	877,051
120	133-000	123-105	9-215	7.7%	0-208	0.5%	29%	False	False	731,390

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-120
2.618	129-016
1.618	128-076
1.000	127-235
0.618	127-136
HIGH	126-295
0.618	126-196
0.500	126-165
0.382	126-134
LOW	126-035
0.618	125-194
1.000	125-095
1.618	124-254
2.618	123-314
4.250	122-210

Fisher Pivots for day following 19-Sep-2013
Pivot	1 day	3 day
R1	126-165	126-016
PP	126-123	125-312
S1	126-082	125-288

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

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