ECBOT 10 Year T-Note Future March 2012

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Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary Previous Current 14-Sep-2011 15-Sep-2011 Change Change % Previous Week Open 129-050 128-200 -0-170 -0.4% 129-100 High 129-050 128-200 -0-170 -0.4% 130-000 Low 129-050 128-200 -0-170 -0.4% 129-010 Close 129-050 128-200 -0-170 -0.4% 130-000 Range ATR Volume 1 3 2 200.0% 10
Daily Pivots for day following 15-Sep-2011 Classic Woodie Camarilla DeMark R4 128-200 128-200 128-200 R3 128-200 128-200 128-200 R2 128-200 128-200 128-200 R1 128-200 128-200 128-200 128-200 PP 128-200 128-200 128-200 128-200 S1 128-200 128-200 128-200 128-200 S2 128-200 128-200 128-200 S3 128-200 128-200 128-200 S4 128-200 128-200 128-200	Weekly Pivots for week ending 09-Sep-2011 Classic Woodie Camarilla DeMark R4 132-187 132-083 130-170 R3 131-197 131-093 130-085 R2 130-207 130-207 130-057 R1 130-103 130-103 130-028 130-155 PP 129-217 129-217 129-217 129-242 S1 129-113 129-113 129-292 129-165 S2 128-227 128-227 129-263 S3 127-237 128-123 129-235 S4 126-247 127-133 129-150
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 130-000 128-200 1-120 1.1% 0-000 0.0% 0% False True 2 10 130-000 128-190 1-130 1.1% 0-000 0.0% 2% False False 2
Crabel Price Patterns NR False 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 0-000	Fibonacci Retracements and Extensions 4.250 128-200 2.618 128-200 1.618 128-200 1.000 128-200 0.618 128-200 HIGH 128-200 0.618 128-200 0.500 128-200 0.382 128-200 LOW 128-200 0.618 128-200 1.000 128-200 1.618 128-200 2.618 128-200 4.250 128-200
Fisher Pivots for day following 15-Sep-2011 Pivot 1 day 3 day R1 128-200 128-305 PP 128-200 128-270 S1 128-200 128-235

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