ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	124-150	124-280	0-130	0.3%	122-000
High	125-120	124-300	-0-140	-0.3%	123-295
Low	124-115	124-070	-0-045	-0.1%	121-310
Close	124-200	124-255	0-055	0.1%	123-230
Range	1-005	0-230	-0-095	-29.2%	1-305
ATR	0-281	0-277	-0-004	-1.3%	0-000
Volume	1,786,893	1,423,169	-363,724	-20.4%	5,424,285

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-258	126-167	125-062
R3	126-028	125-257	124-318
R2	125-118	125-118	124-297
R1	125-027	125-027	124-276	124-278
PP	124-208	124-208	124-208	124-174
S1	124-117	124-117	124-234	124-048
S2	123-298	123-298	124-213
S3	123-068	123-207	124-192
S4	122-158	122-297	124-128

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-020	128-110	124-254
R3	127-035	126-125	124-082
R2	125-050	125-050	124-025
R1	124-140	124-140	123-287	124-255
PP	123-065	123-065	123-065	123-122
S1	122-155	122-155	123-173	122-270
S2	121-080	121-080	123-115
S3	119-095	120-170	123-058
S4	117-110	118-185	122-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-120	122-065	3-055	2.5%	1-005	0.8%	82%	False	False	1,485,267
10	125-120	121-225	3-215	2.9%	0-308	0.8%	84%	False	False	1,446,034
20	125-120	121-225	3-215	2.9%	0-286	0.7%	84%	False	False	1,380,993
40	125-120	120-180	4-260	3.9%	0-248	0.6%	88%	False	False	1,105,989
60	125-120	118-020	7-100	5.9%	0-217	0.5%	92%	False	False	739,183
80	125-120	116-020	9-100	7.5%	0-190	0.5%	94%	False	False	554,461
100	125-120	116-020	9-100	7.5%	0-158	0.4%	94%	False	False	443,570

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-052
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127-318
2.618	126-262
1.618	126-032
1.000	125-210
0.618	125-122
HIGH	124-300
0.618	124-212
0.500	124-185
0.382	124-158
LOW	124-070
0.618	123-248
1.000	123-160
1.618	123-018
2.618	122-108
4.250	121-052

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	124-232	124-222
PP	124-208	124-190
S1	124-185	124-158

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

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