ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	123-000	122-300	-0-020	-0.1%	120-230
High	123-270	123-150	-0-120	-0.3%	122-130
Low	122-300	122-290	-0-010	0.0%	120-200
Close	123-050	123-110	0-060	0.2%	122-070
Range	0-290	0-180	-0-110	-37.9%	1-250
ATR	0-208	0-206	-0-002	-1.0%	0-000
Volume	181	1,466	1,285	709.9%	6,124

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-297	124-223	123-209
R3	124-117	124-043	123-160
R2	123-257	123-257	123-143
R1	123-183	123-183	123-126	123-220
PP	123-077	123-077	123-077	123-095
S1	123-003	123-003	123-094	123-040
S2	122-217	122-217	123-077
S3	122-037	122-143	123-060
S4	121-177	121-283	123-011

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-030	126-140	123-064
R3	125-100	124-210	122-227
R2	123-170	123-170	122-174
R1	122-280	122-280	122-122	123-065
PP	121-240	121-240	121-240	121-292
S1	121-030	121-030	122-018	121-135
S2	119-310	119-310	121-286
S3	118-060	119-100	121-233
S4	116-130	117-170	121-076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-270	120-250	3-020	2.5%	0-270	0.7%	84%	False	False	1,290
10	123-270	120-120	3-150	2.8%	0-242	0.6%	86%	False	False	1,195
20	123-270	120-120	3-150	2.8%	0-171	0.4%	86%	False	False	1,104
40	123-270	120-030	3-240	3.0%	0-094	0.2%	87%	False	False	554
60	123-270	117-130	6-140	5.2%	0-063	0.2%	92%	False	False	369
80	123-270	115-280	7-310	6.5%	0-047	0.1%	94%	False	False	277
100	123-270	115-130	8-140	6.8%	0-038	0.1%	94%	False	False	222

Crabel Price Patterns
NR	True
NR4	True
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	0-012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-275
2.618	124-301
1.618	124-121
1.000	124-010
0.618	123-261
HIGH	123-150
0.618	123-081
0.500	123-060
0.382	123-039
LOW	122-290
0.618	122-179
1.000	122-110
1.618	121-319
2.618	121-139
4.250	120-165

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	123-093	123-073
PP	123-077	123-037
S1	123-060	123-000

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

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