ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	123-097	123-160	0-063	0.2%	123-185
High	123-255	123-165	-0-090	-0.2%	123-255
Low	123-090	123-027	-0-063	-0.2%	122-317
Close	123-167	123-097	-0-070	-0.2%	123-167
Range	0-165	0-138	-0-027	-16.4%	0-258
ATR	0-176	0-174	-0-003	-1.5%	0-000
Volume	1,025,971	594,419	-431,552	-42.1%	3,834,727

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-190	124-122	123-173
R3	124-052	123-304	123-135
R2	123-234	123-234	123-122
R1	123-166	123-166	123-110	123-131
PP	123-096	123-096	123-096	123-079
S1	123-028	123-028	123-084	122-313
S2	122-278	122-278	123-072
S3	122-140	122-210	123-059
S4	122-002	122-072	123-021

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-274	125-158	123-309
R3	125-016	124-220	123-238
R2	124-078	124-078	123-214
R1	123-282	123-282	123-191	123-211
PP	123-140	123-140	123-140	123-104
S1	123-024	123-024	123-143	122-273
S2	122-202	122-202	123-120
S3	121-264	122-086	123-096
S4	121-006	121-148	123-025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-255	122-317	0-258	0.7%	0-155	0.4%	39%	False	False	803,141
10	124-010	122-317	1-013	0.8%	0-143	0.4%	30%	False	False	647,955
20	124-010	121-180	2-150	2.0%	0-194	0.5%	71%	False	False	716,321
40	124-010	118-302	5-028	4.1%	0-182	0.5%	86%	False	False	680,252
60	124-010	118-242	5-088	4.3%	0-177	0.4%	86%	False	False	675,828
80	124-010	117-150	6-180	5.3%	0-163	0.4%	89%	False	False	564,918
100	124-010	115-000	9-010	7.3%	0-134	0.3%	92%	False	False	452,138

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-024
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-112
2.618	124-206
1.618	124-068
1.000	123-303
0.618	123-250
HIGH	123-165
0.618	123-112
0.500	123-096
0.382	123-080
LOW	123-027
0.618	122-262
1.000	122-209
1.618	122-124
2.618	121-306
4.250	121-080

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	123-097	123-131
PP	123-096	123-120
S1	123-096	123-108

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

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