ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	130-090	129-120	-0-290	-0.7%	129-230
High	130-175	130-045	-0-130	-0.3%	131-205
Low	129-095	129-095	0-000	0.0%	129-110
Close	129-185	129-315	0-130	0.3%	130-255
Range	1-080	0-270	-0-130	-32.5%	2-095
ATR	1-024	1-019	-0-005	-1.5%	0-000
Volume	1,358,837	1,801,139	442,302	32.6%	5,592,401

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-108	132-002	130-144
R3	131-158	131-052	130-069
R2	130-208	130-208	130-044
R1	130-102	130-102	130-020	130-155
PP	129-258	129-258	129-258	129-285
S1	129-152	129-152	129-290	129-205
S2	128-308	128-308	129-266
S3	128-038	128-202	129-241
S4	127-088	127-252	129-166

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-155	136-140	132-019
R3	135-060	134-045	131-137
R2	132-285	132-285	131-070
R1	131-270	131-270	131-002	132-118
PP	130-190	130-190	130-190	130-274
S1	129-175	129-175	130-188	130-022
S2	128-095	128-095	130-120
S3	126-000	127-080	130-053
S4	123-225	124-305	129-171

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-065	129-095	1-290	1.5%	0-287	0.7%	36%	False	True	1,265,463
10	131-205	129-020	2-185	2.0%	0-286	0.7%	36%	False	False	1,185,633
20	131-205	124-120	7-085	5.6%	1-081	1.0%	77%	False	False	1,485,642
40	131-205	121-225	9-300	7.6%	1-007	0.8%	83%	False	False	1,372,942
60	131-205	121-225	9-300	7.6%	0-301	0.7%	83%	False	False	1,355,283
80	131-205	119-270	11-255	9.1%	0-274	0.7%	86%	False	False	1,080,572
100	131-205	116-020	15-185	12.0%	0-248	0.6%	89%	False	False	864,685
120	131-205	116-020	15-185	12.0%	0-214	0.5%	89%	False	False	720,573

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	0-059
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-232
2.618	132-112
1.618	131-162
1.000	130-315
0.618	130-212
HIGH	130-045
0.618	129-262
0.500	129-230
0.382	129-198
LOW	129-095
0.618	128-248
1.000	128-145
1.618	127-298
2.618	127-028
4.250	125-228

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	129-287	130-025
PP	129-258	130-015
S1	129-230	130-005

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

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