ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	122-300	122-310	0-010	0.0%	123-140
High	123-080	123-080	0-000	0.0%	123-220
Low	122-200	122-300	0-100	0.3%	122-130
Close	122-260	123-030	0-090	0.2%	122-290
Range	0-200	0-100	-0-100	-50.0%	1-090
ATR	0-188	0-185	-0-003	-1.8%	0-000
Volume	485	1,137	652	134.4%	3,759

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-010	123-280	123-085
R3	123-230	123-180	123-058
R2	123-130	123-130	123-048
R1	123-080	123-080	123-039	123-105
PP	123-030	123-030	123-030	123-042
S1	122-300	122-300	123-021	123-005
S2	122-250	122-250	123-012
S3	122-150	122-200	123-002
S4	122-050	122-100	122-295

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-270	126-050	123-196
R3	125-180	124-280	123-083
R2	124-090	124-090	123-045
R1	123-190	123-190	123-008	123-095
PP	123-000	123-000	123-000	122-272
S1	122-100	122-100	122-252	122-005
S2	121-230	121-230	122-215
S3	120-140	121-010	122-177
S4	119-050	119-240	122-064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-080	122-170	0-230	0.6%	0-146	0.4%	78%	True	False	913
10	123-220	122-130	1-090	1.0%	0-159	0.4%	54%	False	False	812
20	123-270	120-120	3-150	2.8%	0-198	0.5%	78%	False	False	1,048
40	123-270	120-120	3-150	2.8%	0-132	0.3%	78%	False	False	778
60	123-270	119-030	4-240	3.9%	0-092	0.2%	84%	False	False	519
80	123-270	115-280	7-310	6.5%	0-069	0.2%	91%	False	False	390
100	123-270	115-280	7-310	6.5%	0-055	0.1%	91%	False	False	312
120	123-270	114-050	9-220	7.9%	0-046	0.1%	92%	False	False	260

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	0-034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-185
2.618	124-022
1.618	123-242
1.000	123-180
0.618	123-142
HIGH	123-080
0.618	123-042
0.500	123-030
0.382	123-018
LOW	122-300
0.618	122-238
1.000	122-200
1.618	122-138
2.618	122-038
4.250	121-195

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	123-030	123-008
PP	123-030	122-307
S1	123-030	122-285

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

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