ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	123-160	123-105	-0-055	-0.1%	123-185
High	123-165	123-235	0-070	0.2%	123-255
Low	123-027	123-102	0-075	0.2%	122-317
Close	123-097	123-195	0-098	0.2%	123-167
Range	0-138	0-133	-0-005	-3.6%	0-258
ATR	0-174	0-171	-0-003	-1.5%	0-000
Volume	594,419	687,667	93,248	15.7%	3,834,727

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-256	124-199	123-268
R3	124-123	124-066	123-232
R2	123-310	123-310	123-219
R1	123-253	123-253	123-207	123-282
PP	123-177	123-177	123-177	123-192
S1	123-120	123-120	123-183	123-148
S2	123-044	123-044	123-171
S3	122-231	122-307	123-158
S4	122-098	122-174	123-122

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%	0-153	0.4%	77%	False	False	821,384
10	124-010	122-317	1-013	0.8%	0-143	0.4%	59%	False	False	671,654
20	124-010	121-212	2-118	1.9%	0-191	0.5%	82%	False	False	711,635
40	124-010	119-035	4-295	4.0%	0-180	0.5%	91%	False	False	681,856
60	124-010	118-242	5-088	4.3%	0-178	0.4%	92%	False	False	679,730
80	124-010	117-150	6-180	5.3%	0-163	0.4%	94%	False	False	573,458
100	124-010	115-050	8-280	7.2%	0-134	0.3%	95%	False	False	459,015

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125-160
2.618	124-263
1.618	124-130
1.000	124-048
0.618	123-317
HIGH	123-235
0.618	123-184
0.500	123-168
0.382	123-153
LOW	123-102
0.618	123-020
1.000	122-289
1.618	122-207
2.618	122-074
4.250	121-177

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	123-186	123-177
PP	123-177	123-159
S1	123-168	123-141

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

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