ECBOT 10 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	122-095	122-315	0-220	0.6%	123-275
High	123-205	123-160	-0-045	-0.1%	123-285
Low	122-070	122-280	0-210	0.5%	122-070
Close	122-300	123-115	0-135	0.3%	122-300
Range	1-135	0-200	-0-255	-56.0%	1-215
ATR	0-247	0-244	-0-003	-1.4%	0-000
Volume	1,715,575	822,326	-893,249	-52.1%	5,760,921

Daily Pivots for day following 09-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	125-038	124-277	123-225
R3	124-158	124-077	123-170
R2	123-278	123-278	123-152
R1	123-197	123-197	123-133	123-238
PP	123-078	123-078	123-078	123-099
S1	122-317	122-317	123-097	123-038
S2	122-198	122-198	123-078
S3	121-318	122-117	123-060
S4	121-118	121-237	123-005

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	128-010	127-050	123-274
R3	126-115	125-155	123-127
R2	124-220	124-220	123-078
R1	123-260	123-260	123-029	123-132
PP	123-005	123-005	123-005	122-261
S1	122-045	122-045	122-251	121-238
S2	121-110	121-110	122-202
S3	119-215	120-150	122-153
S4	118-000	118-255	122-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-285	122-070	1-215	1.4%	0-283	0.7%	68%	False	False	1,316,649
10	124-240	122-070	2-170	2.1%	0-252	0.6%	45%	False	False	1,156,479
20	126-020	122-070	3-270	3.1%	0-241	0.6%	30%	False	False	595,927
40	126-150	122-070	4-080	3.4%	0-204	0.5%	27%	False	False	300,508

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	126-050
2.618	125-044
1.618	124-164
1.000	124-040
0.618	123-284
HIGH	123-160
0.618	123-084
0.500	123-060
0.382	123-036
LOW	122-280
0.618	122-156
1.000	122-080
1.618	121-276
2.618	121-076
4.250	120-070

Fisher Pivots for day following 09-Sep-2013
Pivot	1 day	3 day
R1	123-097	123-069
PP	123-078	123-023
S1	123-060	122-298

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

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