ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 13-Aug-2012

Day Change Summary
	Previous	Current
	10-Aug-2012	13-Aug-2012	Change	Change %	Previous Week
Open	124-052	124-105	0-053	0.1%	124-130
High	124-117	124-130	0-013	0.0%	124-190
Low	124-050	124-067	0-017	0.0%	124-010
Close	124-110	124-105	-0-005	0.0%	124-110
Range	0-067	0-063	-0-004	-6.0%	0-180
ATR	0-082	0-081	-0-001	-1.7%	0-000
Volume	241,818	214,535	-27,283	-11.3%	1,632,469

Daily Pivots for day following 13-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-290	124-260	124-140
R3	124-227	124-197	124-122
R2	124-164	124-164	124-117
R1	124-134	124-134	124-111	124-136
PP	124-101	124-101	124-101	124-102
S1	124-071	124-071	124-099	124-074
S2	124-038	124-038	124-093
S3	123-295	124-008	124-088
S4	123-232	123-265	124-070

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-003	125-237	124-209
R3	125-143	125-057	124-160
R2	124-283	124-283	124-143
R1	124-197	124-197	124-126	124-150
PP	124-103	124-103	124-103	124-080
S1	124-017	124-017	124-094	123-290
S2	123-243	123-243	124-077
S3	123-063	123-157	124-060
S4	122-203	122-297	124-011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-167	124-010	0-157	0.4%	0-075	0.2%	61%	False	False	318,328
10	124-282	124-010	0-272	0.7%	0-087	0.2%	35%	False	False	361,679
20	125-000	124-010	0-310	0.8%	0-079	0.2%	31%	False	False	348,691
40	125-000	123-227	1-093	1.0%	0-078	0.2%	48%	False	False	339,665
60	125-000	123-085	1-235	1.4%	0-086	0.2%	61%	False	False	360,438
80	125-000	123-030	1-290	1.5%	0-073	0.2%	65%	False	False	270,944

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	0-018
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	125-078
2.618	124-295
1.618	124-232
1.000	124-193
0.618	124-169
HIGH	124-130
0.618	124-106
0.500	124-098
0.382	124-091
LOW	124-067
0.618	124-028
1.000	124-004
1.618	123-285
2.618	123-222
4.250	123-119

Fisher Pivots for day following 13-Aug-2012
Pivot	1 day	3 day
R1	124-103	124-093
PP	124-101	124-082
S1	124-098	124-070

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

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