ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 18-Jul-2012

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	134-230	134-170	-0-060	-0.1%	134-115
High	134-275	134-260	-0-015	0.0%	134-295
Low	134-155	134-145	-0-010	0.0%	134-105
Close	134-175	134-240	0-065	0.2%	134-175
Range	0-120	0-115	-0-005	-4.2%	0-190
ATR	0-170	0-166	-0-004	-2.3%	0-000
Volume	680,058	542,739	-137,319	-20.2%	3,330,471

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-240	135-195	134-303
R3	135-125	135-080	134-272
R2	135-010	135-010	134-261
R1	134-285	134-285	134-251	134-308
PP	134-215	134-215	134-215	134-226
S1	134-170	134-170	134-229	134-192
S2	134-100	134-100	134-219
S3	133-305	134-055	134-208
S4	133-190	133-260	134-177

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-122	136-018	134-280
R3	135-252	135-148	134-227
R2	135-062	135-062	134-210
R1	134-278	134-278	134-192	135-010
PP	134-192	134-192	134-192	134-218
S1	134-088	134-088	134-158	134-140
S2	134-002	134-002	134-140
S3	133-132	133-218	134-123
S4	132-262	133-028	134-070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-005	134-115	0-210	0.5%	0-126	0.3%	60%	False	False	621,347
10	135-005	133-190	1-135	1.1%	0-130	0.3%	81%	False	False	592,469
20	135-005	132-290	2-035	1.6%	0-161	0.4%	87%	False	False	715,244
40	135-005	132-030	2-295	2.2%	0-199	0.5%	91%	False	False	850,448
60	135-005	130-050	4-275	3.6%	0-179	0.4%	95%	False	False	569,807
80	135-005	127-210	7-115	5.5%	0-152	0.4%	96%	False	False	427,627

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-109
2.618	135-241
1.618	135-126
1.000	135-055
0.618	135-011
HIGH	134-260
0.618	134-216
0.500	134-202
0.382	134-189
LOW	134-145
0.618	134-074
1.000	134-030
1.618	133-279
2.618	133-164
4.250	132-296

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	134-228	134-238
PP	134-215	134-237
S1	134-202	134-235

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

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