ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	131-085	131-045	-0-040	-0.1%	130-070
High	131-275	131-050	-0-225	-0.5%	131-110
Low	131-025	130-215	-0-130	-0.3%	129-130
Close	131-070	130-285	-0-105	-0.3%	131-095
Range	0-250	0-155	-0-095	-38.0%	1-300
ATR	1-000	0-310	-0-010	-3.2%	0-000
Volume	59,348	20,367	-38,981	-65.7%	3,232,984

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-115	132-035	131-050
R3	131-280	131-200	131-008
R2	131-125	131-125	130-313
R1	131-045	131-045	130-299	131-008
PP	130-290	130-290	130-290	130-271
S1	130-210	130-210	130-271	130-172
S2	130-135	130-135	130-257
S3	129-300	130-055	130-242
S4	129-145	129-220	130-200

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%	0-263	0.6%	57%	False	False	168,510
10	131-275	129-095	2-180	2.0%	0-286	0.7%	62%	False	False	832,381
20	131-275	128-305	2-290	2.2%	0-299	0.7%	67%	False	False	1,041,860
40	131-275	123-220	8-055	6.2%	0-318	0.8%	88%	False	False	1,217,471
60	131-275	121-225	10-050	7.8%	0-309	0.7%	90%	False	False	1,272,837
80	131-275	120-180	11-095	8.6%	0-282	0.7%	91%	False	False	1,144,296
100	131-275	118-000	13-275	10.6%	0-256	0.6%	93%	False	False	916,269
120	131-275	116-020	15-255	12.1%	0-231	0.6%	94%	False	False	763,604

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	0-053
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	133-069
2.618	132-136
1.618	131-301
1.000	131-205
0.618	131-146
HIGH	131-050
0.618	130-311
0.500	130-292
0.382	130-274
LOW	130-215
0.618	130-119
1.000	130-060
1.618	129-284
2.618	129-129
4.250	128-196

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	130-292	131-035
PP	130-290	131-012
S1	130-288	130-308

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

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