ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	131-045	130-305	-0-060	-0.1%	130-070
High	131-050	131-095	0-045	0.1%	131-110
Low	130-215	130-280	0-065	0.2%	129-130
Close	130-285	131-075	0-110	0.3%	131-095
Range	0-155	0-135	-0-020	-12.9%	1-300
ATR	0-310	0-297	-0-012	-4.0%	0-000
Volume	20,367	18,055	-2,312	-11.4%	3,232,984

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	132-128	132-077	131-149
R3	131-313	131-262	131-112
R2	131-178	131-178	131-100
R1	131-127	131-127	131-087	131-152
PP	131-043	131-043	131-043	131-056
S1	130-312	130-312	131-063	131-018
S2	130-228	130-228	131-050
S3	130-093	130-177	131-038
S4	129-278	130-042	131-001

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%	0-239	0.6%	72%	False	False	90,566
10	131-275	129-095	2-180	2.0%	0-259	0.6%	76%	False	False	698,303
20	131-275	129-000	2-275	2.2%	0-281	0.7%	78%	False	False	940,195
40	131-275	123-220	8-055	6.2%	0-316	0.8%	92%	False	False	1,182,343
60	131-275	121-225	10-050	7.7%	0-306	0.7%	94%	False	False	1,248,559
80	131-275	120-180	11-095	8.6%	0-282	0.7%	94%	False	False	1,144,166
100	131-275	118-020	13-255	10.5%	0-256	0.6%	95%	False	False	916,447
120	131-275	116-020	15-255	12.0%	0-232	0.6%	96%	False	False	763,755

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-047
Narrowest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	133-029
2.618	132-128
1.618	131-313
1.000	131-230
0.618	131-178
HIGH	131-095
0.618	131-043
0.500	131-028
0.382	131-012
LOW	130-280
0.618	130-197
1.000	130-145
1.618	130-062
2.618	129-247
4.250	129-026

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	131-059	131-085
PP	131-043	131-082
S1	131-028	131-078

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

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