ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 09-Sep-2013

Day Change Summary
	Previous	Current
	06-Sep-2013	09-Sep-2013	Change	Change %	Previous Week
Open	118-117	118-280	0-163	0.4%	119-145
High	119-080	119-075	-0-005	0.0%	119-150
Low	118-100	118-265	0-165	0.4%	118-100
Close	118-265	119-060	0-115	0.3%	118-265
Range	0-300	0-130	-0-170	-56.7%	1-050
ATR	0-137	0-137	-0-001	-0.4%	0-000
Volume	891,848	560,082	-331,766	-37.2%	3,379,919

Daily Pivots for day following 09-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-097	120-048	119-132
R3	119-287	119-238	119-096
R2	119-157	119-157	119-084
R1	119-108	119-108	119-072	119-132
PP	119-027	119-027	119-027	119-039
S1	118-298	118-298	119-048	119-002
S2	118-217	118-217	119-036
S3	118-087	118-168	119-024
S4	117-277	118-038	118-308

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	122-108	121-237	119-148
R3	121-058	120-187	119-047
R2	120-008	120-008	119-013
R1	119-137	119-137	118-299	119-048
PP	118-278	118-278	118-278	118-234
S1	118-087	118-087	118-231	117-318
S2	117-228	117-228	118-197
S3	116-178	117-037	118-163
S4	115-128	115-307	118-062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-150	118-100	1-050	1.0%	0-184	0.5%	76%	False	False	788,000
10	119-292	118-100	1-192	1.3%	0-149	0.4%	55%	False	False	685,342
20	120-250	118-100	2-150	2.1%	0-133	0.3%	35%	False	False	359,543
40	120-250	118-100	2-150	2.1%	0-094	0.2%	35%	False	False	180,419

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-308
2.618	120-095
1.618	119-285
1.000	119-205
0.618	119-155
HIGH	119-075
0.618	119-025
0.500	119-010
0.382	118-315
LOW	118-265
0.618	118-185
1.000	118-135
1.618	118-055
2.618	117-245
4.250	117-032

Fisher Pivots for day following 09-Sep-2013
Pivot	1 day	3 day
R1	119-043	119-017
PP	119-027	118-293
S1	119-010	118-250

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

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