ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 17-Aug-2011

Day Change Summary
	Previous	Current
	16-Aug-2011	17-Aug-2011	Change	Change %	Previous Week
Open	123-042	123-120	0-078	0.2%	122-000
High	123-157	123-172	0-015	0.0%	123-300
Low	123-030	123-090	0-060	0.2%	121-315
Close	123-130	123-155	0-025	0.1%	123-105
Range	0-127	0-082	-0-045	-35.4%	1-305
ATR	0-200	0-191	-0-008	-4.2%	0-000
Volume	450,674	411,678	-38,996	-8.7%	4,177,446

Daily Pivots for day following 17-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-065	124-032	123-200
R3	123-303	123-270	123-178
R2	123-221	123-221	123-170
R1	123-188	123-188	123-163	123-204
PP	123-139	123-139	123-139	123-147
S1	123-106	123-106	123-147	123-122
S2	123-057	123-057	123-140
S3	122-295	123-024	123-132
S4	122-213	122-262	123-110

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-302	128-028	124-129
R3	126-317	126-043	123-277
R2	125-012	125-012	123-220
R1	124-058	124-058	123-162	124-195
PP	123-027	123-027	123-027	123-095
S1	122-073	122-073	123-048	122-210
S2	121-042	121-042	122-310
S3	119-057	120-088	122-253
S4	117-072	118-103	122-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-172	122-302	0-190	0.5%	0-123	0.3%	91%	True	False	499,888
10	123-300	121-212	2-088	1.8%	0-235	0.6%	80%	False	False	717,440
20	123-300	120-042	3-258	3.1%	0-203	0.5%	88%	False	False	684,469
40	123-300	118-242	5-058	4.2%	0-191	0.5%	91%	False	False	679,839
60	123-300	118-070	5-230	4.6%	0-174	0.4%	92%	False	False	654,691
80	123-300	116-160	7-140	6.0%	0-150	0.4%	94%	False	False	494,905

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	124-200
2.618	124-067
1.618	123-305
1.000	123-254
0.618	123-223
HIGH	123-172
0.618	123-141
0.500	123-131
0.382	123-121
LOW	123-090
0.618	123-039
1.000	123-008
1.618	122-277
2.618	122-195
4.250	122-062

Fisher Pivots for day following 17-Aug-2011
Pivot	1 day	3 day
R1	123-147	123-136
PP	123-139	123-118
S1	123-131	123-100

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

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