ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 04-Sep-2013

Day Change Summary
	Previous	Current
	03-Sep-2013	04-Sep-2013	Change	Change %	Previous Week
Open	119-145	119-102	-0-043	-0.1%	119-110
High	119-150	119-115	-0-035	-0.1%	119-292
Low	119-000	118-287	-0-033	-0.1%	119-090
Close	119-107	118-307	-0-120	-0.3%	119-217
Range	0-150	0-148	-0-002	-1.3%	0-202
ATR	0-118	0-120	0-002	1.9%	0-000
Volume	944,262	636,265	-307,997	-32.6%	2,913,426

Daily Pivots for day following 04-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-147	120-055	119-068
R3	119-319	119-227	119-028
R2	119-171	119-171	119-014
R1	119-079	119-079	119-001	119-051
PP	119-023	119-023	119-023	119-009
S1	118-251	118-251	118-293	118-223
S2	118-195	118-195	118-280
S3	118-047	118-103	118-266
S4	117-219	117-275	118-226

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	121-166	121-073	120-008
R3	120-284	120-191	119-273
R2	120-082	120-082	119-254
R1	119-309	119-309	119-236	120-036
PP	119-200	119-200	119-200	119-223
S1	119-107	119-107	119-198	119-154
S2	118-318	118-318	119-180
S3	118-116	118-225	119-161
S4	117-234	118-023	119-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-282	118-287	0-315	0.8%	0-126	0.3%	6%	False	True	734,160
10	119-292	118-280	1-012	0.9%	0-132	0.3%	8%	False	False	478,454
20	120-250	118-280	1-290	1.6%	0-103	0.3%	4%	False	False	241,849
40	120-250	118-280	1-290	1.6%	0-083	0.2%	4%	False	False	121,481

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-104
2.618	120-182
1.618	120-034
1.000	119-263
0.618	119-206
HIGH	119-115
0.618	119-058
0.500	119-041
0.382	119-024
LOW	118-287
0.618	118-196
1.000	118-139
1.618	118-048
2.618	117-220
4.250	116-298

Fisher Pivots for day following 04-Sep-2013
Pivot	1 day	3 day
R1	119-041	119-104
PP	119-023	119-065
S1	119-005	119-026

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

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