ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	119-030	119-110	0-080	0.2%	119-160
High	119-140	119-180	0-040	0.1%	119-260
Low	118-280	119-090	0-130	0.3%	118-280
Close	119-100	119-150	0-050	0.1%	119-100
Range	0-180	0-090	-0-090	-50.0%	0-300
ATR	0-108	0-107	-0-001	-1.2%	0-000
Volume	111,741	257,122	145,381	130.1%	309,365

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-090	120-050	119-200
R3	120-000	119-280	119-175
R2	119-230	119-230	119-166
R1	119-190	119-190	119-158	119-210
PP	119-140	119-140	119-140	119-150
S1	119-100	119-100	119-142	119-120
S2	119-050	119-050	119-134
S3	118-280	119-010	119-125
S4	118-190	118-240	119-100

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-047	121-213	119-265
R3	121-067	120-233	119-182
R2	120-087	120-087	119-155
R1	119-253	119-253	119-128	119-180
PP	119-107	119-107	119-107	119-070
S1	118-273	118-273	119-072	118-200
S2	118-127	118-127	119-045
S3	117-147	117-293	119-018
S4	116-167	116-313	118-255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-260	118-280	0-300	0.8%	0-128	0.3%	63%	False	False	111,648
10	120-170	118-280	1-210	1.4%	0-122	0.3%	36%	False	False	59,426
20	120-250	118-280	1-290	1.6%	0-098	0.3%	31%	False	False	30,373

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	0-015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-242
2.618	120-096
1.618	120-006
1.000	119-270
0.618	119-236
HIGH	119-180
0.618	119-146
0.500	119-135
0.382	119-124
LOW	119-090
0.618	119-034
1.000	119-000
1.618	118-264
2.618	118-174
4.250	118-028

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	119-145	119-123
PP	119-140	119-097
S1	119-135	119-070

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

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