ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	123-260	123-230	-0-030	-0.1%	123-160
High	124-002	123-242	-0-080	-0.2%	124-027
Low	123-217	123-172	-0-045	-0.1%	123-027
Close	123-247	123-212	-0-035	-0.1%	123-265
Range	0-105	0-070	-0-035	-33.3%	1-000
ATR	0-164	0-157	-0-006	-3.9%	0-000
Volume	34,634	20,130	-14,504	-41.9%	1,703,268

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-099	124-065	123-250
R3	124-029	123-315	123-231
R2	123-279	123-279	123-225
R1	123-245	123-245	123-218	123-227
PP	123-209	123-209	123-209	123-200
S1	123-175	123-175	123-206	123-157
S2	123-139	123-139	123-199
S3	123-069	123-105	123-193
S4	122-319	123-035	123-174

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-213	126-079	124-121
R3	125-213	125-079	124-033
R2	124-213	124-213	124-004
R1	124-079	124-079	123-294	124-146
PP	123-213	123-213	123-213	123-246
S1	123-079	123-079	123-236	123-146
S2	122-213	122-213	123-206
S3	121-213	122-079	123-177
S4	120-213	121-079	123-089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-027	123-097	0-250	0.6%	0-128	0.3%	46%	False	False	95,189
10	124-027	122-317	1-030	0.9%	0-140	0.4%	61%	False	False	458,286
20	124-027	122-302	1-045	0.9%	0-141	0.4%	63%	False	False	513,883
40	124-027	120-042	3-305	3.2%	0-169	0.4%	89%	False	False	596,900
60	124-027	118-242	5-105	4.3%	0-176	0.4%	92%	False	False	635,170
80	124-027	117-220	6-127	5.2%	0-164	0.4%	93%	False	False	578,859
100	124-027	116-030	7-317	6.5%	0-140	0.4%	95%	False	False	463,743

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	124-220
2.618	124-105
1.618	124-035
1.000	123-312
0.618	123-285
HIGH	123-242
0.618	123-215
0.500	123-207
0.382	123-199
LOW	123-172
0.618	123-129
1.000	123-102
1.618	123-059
2.618	122-309
4.250	122-194

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	123-210	123-258
PP	123-209	123-243
S1	123-207	123-228

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

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