ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 05-Sep-2013

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	119-102	118-305	-0-117	-0.3%	119-110
High	119-115	118-307	-0-128	-0.3%	119-292
Low	118-287	118-115	-0-172	-0.5%	119-090
Close	118-307	118-147	-0-160	-0.4%	119-217
Range	0-148	0-192	0-044	29.7%	0-202
ATR	0-120	0-125	0-005	4.3%	0-000
Volume	636,265	907,544	271,279	42.6%	2,913,426

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-126	120-008	118-253
R3	119-254	119-136	118-200
R2	119-062	119-062	118-182
R1	118-264	118-264	118-165	118-227
PP	118-190	118-190	118-190	118-171
S1	118-072	118-072	118-129	118-035
S2	117-318	117-318	118-112
S3	117-126	117-200	118-094
S4	116-254	117-008	118-041

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	119-240	118-115	1-125	1.2%	0-140	0.4%	7%	False	True	745,785
10	119-292	118-115	1-177	1.3%	0-135	0.4%	6%	False	True	559,031
20	120-250	118-115	2-135	2.0%	0-113	0.3%	4%	False	True	287,060
40	120-250	118-115	2-135	2.0%	0-087	0.2%	4%	False	True	144,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	121-163
2.618	120-170
1.618	119-298
1.000	119-179
0.618	119-106
HIGH	118-307
0.618	118-234
0.500	118-211
0.382	118-188
LOW	118-115
0.618	117-316
1.000	117-243
1.618	117-124
2.618	116-252
4.250	115-259

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	118-211	118-292
PP	118-190	118-244
S1	118-168	118-196

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

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