ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	130-080	129-035	-1-045	-0.9%	127-065
High	130-115	129-305	-0-130	-0.3%	131-010
Low	129-000	129-020	0-020	0.0%	126-310
Close	129-070	129-280	0-210	0.5%	129-280
Range	1-115	0-285	-0-150	-34.5%	4-020
ATR	1-073	1-065	-0-008	-2.0%	0-000
Volume	1,765,684	1,140,845	-624,839	-35.4%	8,859,523

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-097	131-313	130-117
R3	131-132	131-028	130-038
R2	130-167	130-167	130-012
R1	130-063	130-063	129-306	130-115
PP	129-202	129-202	129-202	129-228
S1	129-098	129-098	129-254	129-150
S2	128-237	128-237	129-228
S3	127-272	128-133	129-202
S4	126-307	127-168	129-123

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	141-153	139-237	132-035
R3	137-133	135-217	130-318
R2	133-113	133-113	130-198
R1	131-197	131-197	130-079	132-155
PP	129-093	129-093	129-093	129-232
S1	127-177	127-177	129-161	128-135
S2	125-073	125-073	129-042
S3	121-053	123-157	128-242
S4	117-033	119-137	127-205

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-010	126-310	4-020	3.1%	1-248	1.4%	72%	False	False	1,771,904
10	131-010	125-095	5-235	4.4%	1-174	1.2%	80%	False	False	1,754,599
20	131-010	123-220	7-110	5.7%	1-046	0.9%	84%	False	False	1,444,741
40	131-010	121-225	9-105	7.2%	0-318	0.8%	88%	False	False	1,383,219
60	131-010	120-180	10-150	8.1%	0-287	0.7%	89%	False	False	1,259,800
80	131-010	118-090	12-240	9.8%	0-255	0.6%	91%	False	False	946,821
100	131-010	116-020	14-310	11.5%	0-229	0.6%	92%	False	False	757,532
120	131-010	116-020	14-310	11.5%	0-196	0.5%	92%	False	False	631,277

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	0-092
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-236
2.618	132-091
1.618	131-126
1.000	130-270
0.618	130-161
HIGH	129-305
0.618	129-196
0.500	129-162
0.382	129-129
LOW	129-020
0.618	128-164
1.000	128-055
1.618	127-199
2.618	126-234
4.250	125-089

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	129-241	129-265
PP	129-202	129-250
S1	129-162	129-235

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

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