ECBOT 10 Year T-Note Future December 2011

Trading Metrics calculated at close of trading on 26-Sep-2011

Day Change Summary
	Previous	Current
	23-Sep-2011	26-Sep-2011	Change	Change %	Previous Week
Open	131-205	130-200	-1-005	-0.8%	129-290
High	131-300	131-035	-0-265	-0.6%	131-300
Low	130-240	130-090	-0-150	-0.4%	129-270
Close	130-310	130-110	-0-200	-0.5%	130-310
Range	1-060	0-265	-0-115	-30.3%	2-030
ATR	0-289	0-287	-0-002	-0.6%	0-000
Volume	1,291,793	993,769	-298,024	-23.1%	5,284,017

Daily Pivots for day following 26-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	133-020	132-170	130-256
R3	132-075	131-225	130-183
R2	131-130	131-130	130-159
R1	130-280	130-280	130-134	130-232
PP	130-185	130-185	130-185	130-161
S1	130-015	130-015	130-086	129-288
S2	129-240	129-240	130-061
S3	128-295	129-070	130-037
S4	128-030	128-125	129-284

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	137-063	136-057	132-038
R3	135-033	134-027	131-174
R2	133-003	133-003	131-113
R1	131-317	131-317	131-051	132-160
PP	130-293	130-293	130-293	131-055
S1	129-287	129-287	130-249	130-130
S2	128-263	128-263	130-187
S3	126-233	127-257	130-126
S4	124-203	125-227	129-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-300	130-050	1-250	1.4%	0-284	0.7%	11%	False	False	1,083,571
10	131-300	129-020	2-280	2.2%	0-267	0.6%	45%	False	False	1,084,555
20	131-300	128-150	3-150	2.7%	0-268	0.6%	54%	False	False	1,076,795
40	131-300	124-000	7-300	6.1%	1-003	0.8%	80%	False	False	567,569
60	131-300	120-120	11-180	8.9%	0-283	0.7%	86%	False	False	378,757
80	131-300	120-120	11-180	8.9%	0-233	0.6%	86%	False	False	284,195
100	131-300	119-030	12-270	9.9%	0-189	0.5%	88%	False	False	227,357
120	131-300	115-280	16-020	12.3%	0-157	0.4%	90%	False	False	189,464

Crabel Price Patterns
NR	True
NR4	False
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	0-069
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-201
2.618	133-089
1.618	132-144
1.000	131-300
0.618	131-199
HIGH	131-035
0.618	130-254
0.500	130-222
0.382	130-191
LOW	130-090
0.618	129-246
1.000	129-145
1.618	128-301
2.618	128-036
4.250	126-244

Fisher Pivots for day following 26-Sep-2011
Pivot	1 day	3 day
R1	130-222	131-035
PP	130-185	130-273
S1	130-148	130-192

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

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