ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	124-280	124-220	-0-060	-0.2%	122-000
High	124-300	124-295	-0-005	0.0%	123-295
Low	124-070	124-100	0-030	0.1%	121-310
Close	124-255	124-140	-0-115	-0.3%	123-230
Range	0-230	0-195	-0-035	-15.2%	1-305
ATR	0-277	0-271	-0-006	-2.1%	0-000
Volume	1,423,169	1,329,495	-93,674	-6.6%	5,424,285

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-123	126-007	124-247
R3	125-248	125-132	124-194
R2	125-053	125-053	124-176
R1	124-257	124-257	124-158	124-218
PP	124-178	124-178	124-178	124-159
S1	124-062	124-062	124-122	124-022
S2	123-303	123-303	124-104
S3	123-108	123-187	124-086
S4	122-233	122-312	124-033

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%	1-002	0.8%	70%	False	False	1,502,371
10	125-120	121-225	3-215	3.0%	0-296	0.7%	74%	False	False	1,413,534
20	125-120	121-225	3-215	3.0%	0-275	0.7%	74%	False	False	1,352,681
40	125-120	120-180	4-260	3.9%	0-248	0.6%	81%	False	False	1,138,797
60	125-120	118-090	7-030	5.7%	0-217	0.5%	87%	False	False	761,334
80	125-120	116-020	9-100	7.5%	0-192	0.5%	90%	False	False	571,080
100	125-120	116-020	9-100	7.5%	0-160	0.4%	90%	False	False	456,865

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	0-056
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	127-164
2.618	126-166
1.618	125-291
1.000	125-170
0.618	125-096
HIGH	124-295
0.618	124-221
0.500	124-198
0.382	124-174
LOW	124-100
0.618	123-299
1.000	123-225
1.618	123-104
2.618	122-229
4.250	121-231

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	124-198	124-255
PP	124-178	124-217
S1	124-159	124-178

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

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