ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	123-105	123-190	0-085	0.2%	123-185
High	123-235	123-235	0-000	0.0%	123-255
Low	123-102	123-112	0-010	0.0%	122-317
Close	123-195	123-160	-0-035	-0.1%	123-167
Range	0-133	0-123	-0-010	-7.5%	0-258
ATR	0-171	0-168	-0-003	-2.0%	0-000
Volume	687,667	216,013	-471,654	-68.6%	3,834,727

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-218	124-152	123-228
R3	124-095	124-029	123-194
R2	123-292	123-292	123-183
R1	123-226	123-226	123-171	123-198
PP	123-169	123-169	123-169	123-155
S1	123-103	123-103	123-149	123-074
S2	123-046	123-046	123-137
S3	122-243	122-300	123-126
S4	122-120	122-177	123-092

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	123-007	0-248	0.6%	0-145	0.4%	62%	False	False	705,262
10	124-010	122-317	1-013	0.8%	0-148	0.4%	49%	False	False	652,087
20	124-010	121-212	2-118	1.9%	0-191	0.5%	78%	False	False	684,764
40	124-010	119-035	4-295	4.0%	0-179	0.5%	89%	False	False	669,641
60	124-010	118-242	5-088	4.3%	0-177	0.4%	90%	False	False	674,035
80	124-010	117-150	6-180	5.3%	0-165	0.4%	92%	False	False	576,131
100	124-010	115-060	8-270	7.2%	0-135	0.3%	94%	False	False	461,175

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	125-118
2.618	124-237
1.618	124-114
1.000	124-038
0.618	123-311
HIGH	123-235
0.618	123-188
0.500	123-174
0.382	123-159
LOW	123-112
0.618	123-036
1.000	122-309
1.618	122-233
2.618	122-110
4.250	121-229

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	123-174	123-150
PP	123-169	123-141
S1	123-164	123-131

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

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