ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	124-125	124-280	0-155	0.4%	123-265
High	124-290	125-055	0-085	0.2%	125-120
Low	124-075	124-230	0-155	0.4%	123-195
Close	124-275	124-300	0-025	0.1%	124-275
Range	0-215	0-145	-0-070	-32.6%	1-245
ATR	0-267	0-259	-0-009	-3.3%	0-000
Volume	1,172,005	929,611	-242,394	-20.7%	6,997,185

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-097	126-023	125-060
R3	125-272	125-198	125-020
R2	125-127	125-127	125-007
R1	125-053	125-053	124-313	125-090
PP	124-302	124-302	124-302	125-000
S1	124-228	124-228	124-287	124-265
S2	124-157	124-157	124-273
S3	124-012	124-083	124-260
S4	123-187	123-258	124-220

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	129-292	129-048	125-266
R3	128-047	127-123	125-110
R2	126-122	126-122	125-059
R1	125-198	125-198	125-007	126-000
PP	124-197	124-197	124-197	124-258
S1	123-273	123-273	124-223	124-075
S2	122-272	122-272	124-171
S3	121-027	122-028	124-120
S4	119-102	120-103	123-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-120	124-070	1-050	0.9%	0-222	0.6%	62%	False	False	1,328,234
10	125-120	121-310	3-130	2.7%	0-269	0.7%	87%	False	False	1,335,108
20	125-120	121-225	3-215	2.9%	0-269	0.7%	88%	False	False	1,314,169
40	125-120	121-040	4-080	3.4%	0-246	0.6%	90%	False	False	1,189,505
60	125-120	118-090	7-030	5.7%	0-220	0.5%	94%	False	False	796,332
80	125-120	116-020	9-100	7.5%	0-194	0.5%	95%	False	False	597,350
100	125-120	116-020	9-100	7.5%	0-163	0.4%	95%	False	False	477,881

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	0-051
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	127-031
2.618	126-115
1.618	125-290
1.000	125-200
0.618	125-145
HIGH	125-055
0.618	125-000
0.500	124-302
0.382	124-285
LOW	124-230
0.618	124-140
1.000	124-085
1.618	123-315
2.618	123-170
4.250	122-254

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	124-302	124-275
PP	124-302	124-250
S1	124-301	124-225

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

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