ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	130-140	130-040	-0-100	-0.2%	130-115
High	130-235	130-165	-0-070	-0.2%	131-010
Low	130-015	129-295	-0-040	-0.1%	129-230
Close	130-060	130-005	-0-055	-0.1%	130-285
Range	0-220	0-190	-0-030	-13.6%	1-100
ATR	0-286	0-279	-0-007	-2.4%	0-000
Volume	1,049,476	1,311,495	262,019	25.0%	4,217,738

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	131-298	131-182	130-110
R3	131-108	130-312	130-057
R2	130-238	130-238	130-040
R1	130-122	130-122	130-022	130-085
PP	130-048	130-048	130-048	130-030
S1	129-252	129-252	129-308	129-215
S2	129-178	129-178	129-290
S3	128-308	129-062	129-273
S4	128-118	128-192	129-220

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	134-155	134-000	131-196
R3	133-055	132-220	131-080
R2	131-275	131-275	131-042
R1	131-120	131-120	131-004	131-198
PP	130-175	130-175	130-175	130-214
S1	130-020	130-020	130-246	130-098
S2	129-075	129-075	130-208
S3	127-295	128-240	130-170
S4	126-195	127-140	130-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-040	129-275	1-085	1.0%	0-226	0.5%	12%	False	False	1,049,926
10	131-040	128-185	2-175	2.0%	0-256	0.6%	56%	False	False	1,148,956
20	131-040	128-120	2-240	2.1%	0-274	0.7%	60%	False	False	707,179
40	131-040	122-130	8-230	6.7%	0-304	0.7%	87%	False	False	355,642
60	131-040	120-120	10-240	8.3%	0-266	0.6%	90%	False	False	237,508
80	131-040	120-030	11-010	8.5%	0-208	0.5%	90%	False	False	178,138
100	131-040	117-270	13-090	10.2%	0-166	0.4%	92%	False	False	142,511
120	131-040	115-280	15-080	11.7%	0-138	0.3%	93%	False	False	118,759

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-067
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-012
2.618	132-022
1.618	131-152
1.000	131-035
0.618	130-282
HIGH	130-165
0.618	130-092
0.500	130-070
0.382	130-048
LOW	129-295
0.618	129-178
1.000	129-105
1.618	128-308
2.618	128-118
4.250	127-128

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	130-070	130-168
PP	130-048	130-113
S1	130-027	130-059

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

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