ECBOT 5 Year T-Note Future December 2013

Trading Metrics calculated at close of trading on 12-Sep-2013

Day Change Summary
	Previous	Current
	11-Sep-2013	12-Sep-2013	Change	Change %	Previous Week
Open	118-270	119-062	0-112	0.3%	119-145
High	119-075	119-140	0-065	0.2%	119-150
Low	118-262	119-047	0-105	0.3%	118-100
Close	119-065	119-065	0-000	0.0%	118-265
Range	0-133	0-093	-0-040	-30.1%	1-050
ATR	0-135	0-132	-0-003	-2.2%	0-000
Volume	818,351	521,930	-296,421	-36.2%	3,379,919

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	120-043	119-307	119-116
R3	119-270	119-214	119-091
R2	119-177	119-177	119-082
R1	119-121	119-121	119-074	119-149
PP	119-084	119-084	119-084	119-098
S1	119-028	119-028	119-056	119-056
S2	118-311	118-311	119-048
S3	118-218	118-255	119-039
S4	118-125	118-162	119-014

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	119-140	118-100	1-040	0.9%	0-150	0.4%	79%	True	False	670,873
10	119-240	118-100	1-140	1.2%	0-145	0.4%	62%	False	False	708,329
20	120-060	118-100	1-280	1.6%	0-138	0.4%	48%	False	False	454,189
40	120-250	118-100	2-150	2.1%	0-099	0.3%	36%	False	False	227,965

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-016
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	120-215
2.618	120-063
1.618	119-290
1.000	119-233
0.618	119-197
HIGH	119-140
0.618	119-104
0.500	119-094
0.382	119-083
LOW	119-047
0.618	118-310
1.000	118-274
1.618	118-217
2.618	118-124
4.250	117-292

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	119-094	119-057
PP	119-084	119-049
S1	119-074	119-041

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

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