ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	135-050	135-130	0-080	0.2%	134-190
High	135-125	135-155	0-030	0.1%	135-005
Low	134-265	134-315	0-050	0.1%	134-140
Close	135-085	135-075	-0-010	0.0%	134-290
Range	0-180	0-160	-0-020	-11.1%	0-185
ATR	0-163	0-163	0-000	-0.1%	0-000
Volume	898,142	740,769	-157,373	-17.5%	3,170,977

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-235	136-155	135-163
R3	136-075	135-315	135-119
R2	135-235	135-235	135-104
R1	135-155	135-155	135-090	135-115
PP	135-075	135-075	135-075	135-055
S1	134-315	134-315	135-060	134-275
S2	134-235	134-235	135-046
S3	134-075	134-155	135-031
S4	133-235	133-315	134-307

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	135-155	134-140	1-015	0.8%	0-147	0.3%	76%	True	False	763,418
10	135-155	134-115	1-040	0.8%	0-136	0.3%	78%	True	False	692,383
20	135-155	133-040	2-115	1.7%	0-154	0.4%	89%	True	False	675,921
40	135-155	132-180	2-295	2.2%	0-197	0.5%	91%	True	False	906,405
60	135-155	130-240	4-235	3.5%	0-179	0.4%	95%	True	False	633,192
80	135-155	127-210	7-265	5.8%	0-160	0.4%	97%	True	False	475,319
100	135-155	126-270	8-205	6.4%	0-129	0.3%	97%	True	False	380,273

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	True
Stretch	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-195
2.618	136-254
1.618	136-094
1.000	135-315
0.618	135-254
HIGH	135-155
0.618	135-094
0.500	135-075
0.382	135-056
LOW	134-315
0.618	134-216
1.000	134-155
1.618	134-056
2.618	133-216
4.250	132-275

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	135-075	135-067
PP	135-075	135-058
S1	135-075	135-050

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

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