ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 02-Sep-2011

Day Change Summary
	Previous	Current
	01-Sep-2011	02-Sep-2011	Change	Change %	Previous Week
Open	129-305	130-210	0-225	0.5%	130-070
High	130-220	131-110	0-210	0.5%	131-110
Low	129-200	130-115	0-235	0.6%	129-130
Close	130-195	131-095	0-220	0.5%	131-095
Range	1-020	0-315	-0-025	-7.4%	1-300
ATR	1-006	1-005	-0-001	-0.2%	0-000
Volume	226,383	128,678	-97,705	-43.2%	3,232,984

Daily Pivots for day following 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-305	133-195	131-268
R3	132-310	132-200	131-182
R2	131-315	131-315	131-153
R1	131-205	131-205	131-124	131-260
PP	131-000	131-000	131-000	131-028
S1	130-210	130-210	131-066	130-265
S2	130-005	130-005	131-037
S3	129-010	129-215	131-008
S4	128-015	128-220	130-242

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	136-158	135-267	132-116
R3	134-178	133-287	131-266
R2	132-198	132-198	131-209
R1	131-307	131-307	131-152	132-092
PP	130-218	130-218	130-218	130-271
S1	130-007	130-007	131-038	130-112
S2	128-238	128-238	130-301
S3	126-258	128-027	130-244
S4	124-278	126-047	130-074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-110	129-130	1-300	1.5%	0-290	0.7%	98%	True	False	646,596
10	131-110	129-095	2-015	1.6%	0-294	0.7%	98%	True	False	1,020,721
20	131-205	126-310	4-215	3.6%	1-040	0.9%	93%	False	False	1,232,957
40	131-205	123-195	8-010	6.1%	1-004	0.8%	96%	False	False	1,292,291
60	131-205	121-225	9-300	7.6%	0-308	0.7%	97%	False	False	1,305,381
80	131-205	120-180	11-025	8.4%	0-283	0.7%	97%	False	False	1,143,626
100	131-205	117-060	14-145	11.0%	0-256	0.6%	98%	False	False	915,497
120	131-205	116-020	15-185	11.9%	0-228	0.5%	98%	False	False	762,940

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	0-060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-169
2.618	133-295
1.618	132-300
1.000	132-105
0.618	131-305
HIGH	131-110
0.618	130-310
0.500	130-272
0.382	130-235
LOW	130-115
0.618	129-240
1.000	129-120
1.618	128-245
2.618	127-250
4.250	126-056

Fisher Pivots for day following 02-Sep-2011
Pivot	1 day	3 day
R1	131-048	131-008
PP	131-000	130-242
S1	130-272	130-155

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

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