ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	129-250	130-115	0-185	0.4%	130-280
High	130-190	130-220	0-030	0.1%	130-315
Low	129-245	129-285	0-040	0.1%	129-095
Close	130-125	130-010	-0-115	-0.3%	130-090
Range	0-265	0-255	-0-010	-3.8%	1-220
ATR	1-010	1-005	-0-005	-1.6%	0-000
Volume	1,189,876	407,776	-782,100	-65.7%	6,974,232

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-190	132-035	130-150
R3	131-255	131-100	130-080
R2	131-000	131-000	130-057
R1	130-165	130-165	130-033	130-115
PP	130-065	130-065	130-065	130-040
S1	129-230	129-230	129-307	129-180
S2	129-130	129-130	129-283
S3	128-195	128-295	129-260
S4	127-260	128-040	129-190

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	130-260	129-095	1-165	1.2%	0-279	0.7%	48%	False	False	1,306,040
10	131-205	129-095	2-110	1.8%	0-301	0.7%	31%	False	False	1,262,654
20	131-205	126-205	5-000	3.8%	1-067	0.9%	68%	False	False	1,421,067
40	131-205	122-065	9-140	7.3%	1-006	0.8%	83%	False	False	1,356,680
60	131-205	121-225	9-300	7.6%	0-306	0.7%	84%	False	False	1,349,512
80	131-205	120-090	11-115	8.7%	0-279	0.7%	86%	False	False	1,139,436
100	131-205	116-020	15-185	12.0%	0-255	0.6%	90%	False	False	911,962
120	131-205	116-020	15-185	12.0%	0-223	0.5%	90%	False	False	759,981

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-056
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	134-024
2.618	132-248
1.618	131-313
1.000	131-155
0.618	131-058
HIGH	130-220
0.618	130-123
0.500	130-092
0.382	130-062
LOW	129-285
0.618	129-127
1.000	129-030
1.618	128-192
2.618	127-257
4.250	126-161

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	130-092	130-015
PP	130-065	130-013
S1	130-038	130-012

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

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