ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	128-255	129-110	0-175	0.4%	125-145
High	131-010	130-165	-0-165	-0.4%	128-235
Low	127-265	128-305	1-040	0.9%	125-095
Close	129-265	130-020	0-075	0.2%	127-015
Range	3-065	1-180	-1-205	-51.2%	3-140
ATR	1-061	1-070	0-008	2.2%	0-000
Volume	2,121,220	2,051,358	-69,862	-3.3%	8,686,467

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-170	133-275	130-295
R3	132-310	132-095	130-158
R2	131-130	131-130	130-112
R1	130-235	130-235	130-066	131-022
PP	129-270	129-270	129-270	130-004
S1	129-055	129-055	129-294	129-162
S2	128-090	128-090	129-248
S3	126-230	127-195	129-202
S4	125-050	126-015	129-065

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-108	135-202	128-300
R3	133-288	132-062	127-318
R2	130-148	130-148	127-217
R1	128-242	128-242	127-116	129-195
PP	127-008	127-008	127-008	127-145
S1	125-102	125-102	126-234	126-055
S2	123-188	123-188	126-133
S3	120-048	121-282	126-032
S4	116-228	118-142	125-050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-010	126-205	4-125	3.4%	2-022	1.6%	78%	False	False	2,014,051
10	131-010	124-065	6-265	5.2%	1-168	1.2%	86%	False	False	1,723,257
20	131-010	123-220	7-110	5.6%	1-030	0.8%	87%	False	False	1,424,490
40	131-010	121-225	9-105	7.2%	0-318	0.8%	90%	False	False	1,402,741
60	131-010	120-180	10-150	8.0%	0-282	0.7%	91%	False	False	1,212,156
80	131-010	118-020	12-310	10.0%	0-250	0.6%	93%	False	False	910,509
100	131-010	116-020	14-310	11.5%	0-222	0.5%	94%	False	False	728,467
120	131-010	116-020	14-310	11.5%	0-190	0.5%	94%	False	False	607,056

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	0-093
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	137-050
2.618	134-194
1.618	133-014
1.000	132-025
0.618	131-154
HIGH	130-165
0.618	129-294
0.500	129-235
0.382	129-176
LOW	128-305
0.618	127-316
1.000	127-125
1.618	126-136
2.618	124-276
4.250	122-100

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	129-305	129-227
PP	129-270	129-113
S1	129-235	129-000

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

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