ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	129-280	130-070	0-110	0.3%	130-280
High	130-260	130-085	-0-175	-0.4%	130-315
Low	129-250	129-130	-0-120	-0.3%	129-095
Close	130-090	129-230	-0-180	-0.4%	130-090
Range	1-010	0-275	-0-055	-16.7%	1-220
ATR	1-018	1-014	-0-004	-1.2%	0-000
Volume	1,851,142	1,280,271	-570,871	-30.8%	6,974,232

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-120	131-290	130-061
R3	131-165	131-015	129-306
R2	130-210	130-210	129-280
R1	130-060	130-060	129-255	129-318
PP	129-255	129-255	129-255	129-224
S1	129-105	129-105	129-205	129-042
S2	128-300	128-300	129-180
S3	128-025	128-150	129-154
S4	127-070	127-195	129-079

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135-080	134-145	131-067
R3	133-180	132-245	130-238
R2	131-280	131-280	130-189
R1	131-025	131-025	130-140	130-202
PP	130-060	130-060	130-060	129-309
S1	129-125	129-125	130-040	128-302
S2	128-160	128-160	129-311
S3	126-260	127-225	129-262
S4	125-040	126-005	129-113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-275	129-095	1-180	1.2%	0-305	0.7%	27%	False	False	1,475,443
10	131-205	129-095	2-110	1.8%	0-298	0.7%	18%	False	False	1,310,484
20	131-205	126-005	5-200	4.3%	1-068	0.9%	66%	False	False	1,503,031
40	131-205	121-310	9-215	7.5%	1-006	0.8%	80%	False	False	1,379,080
60	131-205	121-225	9-300	7.7%	0-303	0.7%	81%	False	False	1,357,145
80	131-205	120-040	11-165	8.9%	0-278	0.7%	83%	False	False	1,119,636
100	131-205	116-020	15-185	12.0%	0-251	0.6%	88%	False	False	895,992
120	131-205	116-020	15-185	12.0%	0-219	0.5%	88%	False	False	746,668

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	0-054
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-294
2.618	132-165
1.618	131-210
1.000	131-040
0.618	130-255
HIGH	130-085
0.618	129-300
0.500	129-268
0.382	129-235
LOW	129-130
0.618	128-280
1.000	128-175
1.618	128-005
2.618	127-050
4.250	125-241

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	129-268	130-018
PP	129-255	129-302
S1	129-242	129-266

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

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