ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 09-Jul-2012

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	124-072	124-132	0-060	0.2%	123-317
High	124-150	124-165	0-015	0.0%	124-150
Low	124-065	124-130	0-065	0.2%	123-307
Close	124-127	124-152	0-025	0.1%	124-127
Range	0-085	0-035	-0-050	-58.8%	0-163
ATR	0-090	0-086	-0-004	-4.1%	0-000
Volume	307,432	202,982	-104,450	-34.0%	766,865

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-254	124-238	124-171
R3	124-219	124-203	124-162
R2	124-184	124-184	124-158
R1	124-168	124-168	124-155	124-176
PP	124-149	124-149	124-149	124-153
S1	124-133	124-133	124-149	124-141
S2	124-114	124-114	124-146
S3	124-079	124-098	124-142
S4	124-044	124-063	124-133

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-257	125-195	124-217
R3	125-094	125-032	124-172
R2	124-251	124-251	124-157
R1	124-189	124-189	124-142	124-220
PP	124-088	124-088	124-088	124-104
S1	124-026	124-026	124-112	124-057
S2	123-245	123-245	124-097
S3	123-082	123-183	124-082
S4	122-239	123-020	124-037

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-165	123-307	0-178	0.4%	0-078	0.2%	93%	True	False	193,969
10	124-165	123-240	0-245	0.6%	0-081	0.2%	95%	True	False	296,404
20	124-165	123-085	1-080	1.0%	0-098	0.2%	97%	True	False	362,987
40	124-200	123-085	1-115	1.1%	0-088	0.2%	89%	False	False	329,458
60	124-200	123-000	1-200	1.3%	0-066	0.2%	91%	False	False	220,049

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-011
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	124-314
2.618	124-257
1.618	124-222
1.000	124-200
0.618	124-187
HIGH	124-165
0.618	124-152
0.500	124-148
0.382	124-143
LOW	124-130
0.618	124-108
1.000	124-095
1.618	124-073
2.618	124-038
4.250	123-301

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	124-150	124-133
PP	124-149	124-115
S1	124-148	124-096

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

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