ECBOT 5 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	123-235	123-165	-0-070	-0.2%	124-065
High	123-240	123-197	-0-043	-0.1%	124-065
Low	123-087	123-135	0-048	0.1%	123-087
Close	123-155	123-177	0-022	0.1%	123-177
Range	0-153	0-062	-0-091	-59.5%	0-298
ATR	0-144	0-138	-0-006	-4.1%	0-000
Volume	17,935	2,925	-15,010	-83.7%	47,664

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-036	124-008	123-211
R3	123-294	123-266	123-194
R2	123-232	123-232	123-188
R1	123-204	123-204	123-183	123-218
PP	123-170	123-170	123-170	123-176
S1	123-142	123-142	123-171	123-156
S2	123-108	123-108	123-166
S3	123-046	123-080	123-160
S4	122-304	123-018	123-143

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-150	125-302	124-021
R3	125-172	125-004	123-259
R2	124-194	124-194	123-232
R1	124-026	124-026	123-204	123-281
PP	123-216	123-216	123-216	123-184
S1	123-048	123-048	123-150	122-303
S2	122-238	122-238	123-122
S3	121-260	122-070	123-095
S4	120-282	121-092	123-013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-065	123-087	0-298	0.8%	0-111	0.3%	30%	False	False	9,532
10	124-065	123-087	0-298	0.8%	0-112	0.3%	30%	False	False	20,423
20	124-065	122-317	1-068	1.0%	0-128	0.3%	46%	False	False	310,155
40	124-065	120-065	4-000	3.2%	0-165	0.4%	84%	False	False	497,106
60	124-065	118-242	5-143	4.4%	0-171	0.4%	88%	False	False	558,570
80	124-065	118-130	5-255	4.7%	0-164	0.4%	89%	False	False	574,815
100	124-065	116-170	7-215	6.2%	0-147	0.4%	92%	False	False	464,549

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	124-140
2.618	124-039
1.618	123-297
1.000	123-259
0.618	123-235
HIGH	123-197
0.618	123-173
0.500	123-166
0.382	123-159
LOW	123-135
0.618	123-097
1.000	123-073
1.618	123-035
2.618	122-293
4.250	122-192

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	123-173	123-191
PP	123-170	123-186
S1	123-166	123-182

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

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