ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	124-045	124-165	0-120	0.3%	124-280
High	124-205	124-215	0-010	0.0%	125-055
Low	123-250	124-010	0-080	0.2%	123-220
Close	124-170	124-075	-0-095	-0.2%	124-105
Range	0-275	0-205	-0-070	-25.5%	1-155
ATR	0-248	0-245	-0-003	-1.2%	0-000
Volume	1,057,523	1,160,124	102,601	9.7%	5,385,398

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-075	125-280	124-188
R3	125-190	125-075	124-131
R2	124-305	124-305	124-113
R1	124-190	124-190	124-094	124-145
PP	124-100	124-100	124-100	124-078
S1	123-305	123-305	124-056	123-260
S2	123-215	123-215	124-037
S3	123-010	123-100	124-019
S4	122-125	122-215	123-282

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-272	128-023	125-046
R3	127-117	126-188	124-236
R2	125-282	125-282	124-192
R1	125-033	125-033	124-149	124-240
PP	124-127	124-127	124-127	124-070
S1	123-198	123-198	124-061	123-085
S2	122-292	122-292	124-018
S3	121-137	122-043	123-294
S4	119-302	120-208	123-164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-235	123-220	1-015	0.8%	0-241	0.6%	52%	False	False	1,164,489
10	125-055	123-220	1-155	1.2%	0-212	0.5%	37%	False	False	1,125,723
20	125-120	121-225	3-215	3.0%	0-260	0.7%	69%	False	False	1,285,878
40	125-120	121-225	3-215	3.0%	0-256	0.6%	69%	False	False	1,301,127
60	125-120	119-270	5-170	4.5%	0-231	0.6%	79%	False	False	926,560
80	125-120	116-020	9-100	7.5%	0-208	0.5%	88%	False	False	695,175
100	125-120	116-020	9-100	7.5%	0-175	0.4%	88%	False	False	556,141

Crabel Price Patterns
NR	True
NR4	False
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	0-057
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-126
2.618	126-112
1.618	125-227
1.000	125-100
0.618	125-022
HIGH	124-215
0.618	124-137
0.500	124-112
0.382	124-088
LOW	124-010
0.618	123-203
1.000	123-125
1.618	122-318
2.618	122-113
4.250	121-099

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	124-112	124-074
PP	124-100	124-073
S1	124-088	124-072

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

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