ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 10-Sep-2013

Day Change Summary
	Previous	Current
	09-Sep-2013	10-Sep-2013	Change	Change %	Previous Week
Open	118-280	119-025	0-065	0.2%	119-145
High	119-075	119-037	-0-038	-0.1%	119-150
Low	118-265	118-262	-0-003	0.0%	118-100
Close	119-060	118-287	-0-093	-0.2%	118-265
Range	0-130	0-095	-0-035	-26.9%	1-050
ATR	0-137	0-136	-0-001	-1.0%	0-000
Volume	560,082	562,155	2,073	0.4%	3,379,919

Daily Pivots for day following 10-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	119-267	119-212	119-019
R3	119-172	119-117	118-313
R2	119-077	119-077	118-304
R1	119-022	119-022	118-296	119-002
PP	118-302	118-302	118-302	118-292
S1	118-247	118-247	118-278	118-227
S2	118-207	118-207	118-270
S3	118-112	118-152	118-261
S4	118-017	118-057	118-235

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	119-115	118-100	1-015	0.9%	0-173	0.5%	56%	False	False	711,578
10	119-292	118-100	1-192	1.3%	0-149	0.4%	37%	False	False	715,846
20	120-170	118-100	2-070	1.9%	0-136	0.4%	26%	False	False	387,636
40	120-250	118-100	2-150	2.1%	0-095	0.2%	24%	False	False	194,460

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	0-017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-121
2.618	119-286
1.618	119-191
1.000	119-132
0.618	119-096
HIGH	119-037
0.618	119-001
0.500	118-310
0.382	118-298
LOW	118-262
0.618	118-203
1.000	118-167
1.618	118-108
2.618	118-013
4.250	117-178

Fisher Pivots for day following 10-Sep-2013
Pivot	1 day	3 day
R1	118-310	118-275
PP	118-302	118-262
S1	118-294	118-250

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

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