ECBOT 10 Year T-Note Future December 2013

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

Day Change Summary
	Previous	Current
	02-Aug-2013	05-Aug-2013	Change	Change %	Previous Week
Open	124-150	125-180	1-030	0.9%	125-250
High	125-220	125-200	-0-020	0.0%	125-270
Low	124-060	125-090	1-030	0.9%	124-060
Close	125-210	125-130	-0-080	-0.2%	125-210
Range	1-160	0-110	-1-050	-77.1%	1-210
ATR	0-215	0-208	-0-007	-3.2%	0-000
Volume	9,087	6,141	-2,946	-32.4%	40,143

Daily Pivots for day following 05-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	126-150	126-090	125-190
R3	126-040	125-300	125-160
R2	125-250	125-250	125-150
R1	125-190	125-190	125-140	125-165
PP	125-140	125-140	125-140	125-128
S1	125-080	125-080	125-120	125-055
S2	125-030	125-030	125-110
S3	124-240	124-290	125-100
S4	124-130	124-180	125-070

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	130-063	129-187	126-182
R3	128-173	127-297	126-036
R2	126-283	126-283	125-307
R1	126-087	126-087	125-259	125-240
PP	125-073	125-073	125-073	124-310
S1	124-197	124-197	125-161	124-030
S2	123-183	123-183	125-113
S3	121-293	122-307	125-064
S4	120-083	121-097	124-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-240	124-060	1-180	1.2%	0-294	0.7%	78%	False	False	8,351
10	126-110	124-060	2-050	1.7%	0-216	0.5%	57%	False	False	7,659
20	126-150	124-060	2-090	1.8%	0-176	0.4%	53%	False	False	4,536

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-028
2.618	126-168
1.618	126-058
1.000	125-310
0.618	125-268
HIGH	125-200
0.618	125-158
0.500	125-145
0.382	125-132
LOW	125-090
0.618	125-022
1.000	124-300
1.618	124-232
2.618	124-122
4.250	123-262

Fisher Pivots for day following 05-Aug-2013
Pivot	1 day	3 day
R1	125-145	125-080
PP	125-140	125-030
S1	125-135	124-300

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

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