ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 23-Jul-2012

Day Change Summary
	Previous	Current
	20-Jul-2012	23-Jul-2012	Change	Change %	Previous Week
Open	134-160	134-310	0-150	0.3%	134-190
High	135-000	135-120	0-120	0.3%	135-005
Low	134-160	134-300	0-140	0.3%	134-140
Close	134-290	135-020	0-050	0.1%	134-290
Range	0-160	0-140	-0-020	-12.5%	0-185
ATR	0-162	0-161	-0-001	-0.5%	0-000
Volume	609,892	824,241	214,349	35.1%	3,170,977

Daily Pivots for day following 23-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-140	136-060	135-097
R3	136-000	135-240	135-058
R2	135-180	135-180	135-046
R1	135-100	135-100	135-033	135-140
PP	135-040	135-040	135-040	135-060
S1	134-280	134-280	135-007	135-000
S2	134-220	134-220	134-314
S3	134-080	134-140	134-302
S4	133-260	134-000	134-263

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-167	136-093	135-072
R3	135-302	135-228	135-021
R2	135-117	135-117	135-004
R1	135-043	135-043	134-307	135-080
PP	134-252	134-252	134-252	134-270
S1	134-178	134-178	134-273	134-215
S2	134-067	134-067	134-256
S3	133-202	133-313	134-239
S4	133-017	133-128	134-188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-120	134-140	0-300	0.7%	0-126	0.3%	67%	True	False	680,196
10	135-120	134-110	1-010	0.8%	0-128	0.3%	70%	True	False	676,997
20	135-120	133-000	2-120	1.8%	0-153	0.4%	87%	True	False	670,294
40	135-120	132-110	3-010	2.2%	0-198	0.5%	90%	True	False	896,257
60	135-120	130-240	4-200	3.4%	0-178	0.4%	93%	True	False	605,960
80	135-120	127-210	7-230	5.7%	0-156	0.4%	96%	True	False	454,843
100	135-120	126-270	8-170	6.3%	0-126	0.3%	96%	True	False	363,884

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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-075
2.618	136-167
1.618	136-027
1.000	135-260
0.618	135-207
HIGH	135-120
0.618	135-067
0.500	135-050
0.382	135-033
LOW	134-300
0.618	134-213
1.000	134-160
1.618	134-073
2.618	133-253
4.250	133-025

Fisher Pivots for day following 23-Jul-2012
Pivot	1 day	3 day
R1	135-050	135-003
PP	135-040	134-307
S1	135-030	134-290

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

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