ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	130-210	131-085	0-195	0.5%	130-070
High	131-110	131-275	0-165	0.4%	131-110
Low	130-115	131-025	0-230	0.6%	129-130
Close	131-095	131-070	-0-025	-0.1%	131-095
Range	0-315	0-250	-0-065	-20.6%	1-300
ATR	1-005	1-000	-0-005	-1.7%	0-000
Volume	128,678	59,348	-69,330	-53.9%	3,232,984

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-233	133-082	131-208
R3	132-303	132-152	131-139
R2	132-053	132-053	131-116
R1	131-222	131-222	131-093	131-172
PP	131-123	131-123	131-123	131-099
S1	130-292	130-292	131-047	130-242
S2	130-193	130-193	131-024
S3	129-263	130-042	131-001
S4	129-013	129-112	130-252

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	131-275	129-200	2-075	1.7%	0-285	0.7%	71%	True	False	402,412
10	131-275	129-095	2-180	2.0%	0-295	0.7%	75%	True	False	938,927
20	131-275	127-265	4-010	3.1%	1-023	0.8%	84%	True	False	1,146,903
40	131-275	123-220	8-055	6.2%	1-002	0.8%	92%	True	False	1,261,634
60	131-275	121-225	10-050	7.7%	0-309	0.7%	94%	True	False	1,288,830
80	131-275	120-180	11-095	8.6%	0-283	0.7%	94%	True	False	1,144,243
100	131-275	117-200	14-075	10.8%	0-256	0.6%	95%	True	False	916,076
120	131-275	116-020	15-255	12.0%	0-230	0.5%	96%	True	False	763,435

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	0-062
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	135-058
2.618	133-290
1.618	133-040
1.000	132-205
0.618	132-110
HIGH	131-275
0.618	131-180
0.500	131-150
0.382	131-120
LOW	131-025
0.618	130-190
1.000	130-095
1.618	129-260
2.618	129-010
4.250	127-242

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	131-150	131-019
PP	131-123	130-288
S1	131-097	130-238

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

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