ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	129-035	129-230	0-195	0.5%	127-065
High	129-305	129-315	0-010	0.0%	131-010
Low	129-020	129-110	0-090	0.2%	126-310
Close	129-280	129-180	-0-100	-0.2%	129-280
Range	0-285	0-205	-0-080	-28.1%	4-020
ATR	1-065	1-052	-0-013	-3.3%	0-000
Volume	1,140,845	742,060	-398,785	-35.0%	8,859,523

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-177	131-063	129-293
R3	130-292	130-178	129-236
R2	130-087	130-087	129-218
R1	129-293	129-293	129-199	129-248
PP	129-202	129-202	129-202	129-179
S1	129-088	129-088	129-161	129-042
S2	128-317	128-317	129-142
S3	128-112	128-203	129-124
S4	127-227	127-318	129-067

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	127-265	3-065	2.5%	1-170	1.2%	54%	False	False	1,564,233
10	131-010	126-005	5-005	3.9%	1-158	1.2%	71%	False	False	1,695,577
20	131-010	123-220	7-110	5.7%	1-049	0.9%	80%	False	False	1,435,364
40	131-010	121-225	9-105	7.2%	0-319	0.8%	84%	False	False	1,374,767
60	131-010	121-040	9-290	7.6%	0-287	0.7%	85%	False	False	1,271,458
80	131-010	118-090	12-240	9.8%	0-257	0.6%	88%	False	False	956,090
100	131-010	116-020	14-310	11.6%	0-229	0.6%	90%	False	False	764,952
120	131-010	116-020	14-310	11.6%	0-197	0.5%	90%	False	False	637,461

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	0-095
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	132-226
2.618	131-212
1.618	131-007
1.000	130-200
0.618	130-122
HIGH	129-315
0.618	129-237
0.500	129-212
0.382	129-188
LOW	129-110
0.618	128-303
1.000	128-225
1.618	128-098
2.618	127-213
4.250	126-199

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	129-212	129-218
PP	129-202	129-205
S1	129-191	129-192

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

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