ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	134-070	134-175	0-105	0.2%	134-310
High	134-200	134-280	0-080	0.2%	135-155
Low	134-005	134-130	0-125	0.3%	133-265
Close	134-180	134-210	0-030	0.1%	134-040
Range	0-195	0-150	-0-045	-23.1%	1-210
ATR	0-178	0-176	-0-002	-1.1%	0-000
Volume	800,112	937,070	136,958	17.1%	4,615,887

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-017	135-263	134-292
R3	135-187	135-113	134-251
R2	135-037	135-037	134-238
R1	134-283	134-283	134-224	135-000
PP	134-207	134-207	134-207	134-225
S1	134-133	134-133	134-196	134-170
S2	134-057	134-057	134-182
S3	133-227	133-303	134-169
S4	133-077	133-153	134-128

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	139-143	138-142	135-012
R3	137-253	136-252	134-186
R2	136-043	136-043	134-137
R1	135-042	135-042	134-089	134-258
PP	134-153	134-153	134-153	134-101
S1	133-152	133-152	133-311	133-048
S2	132-263	132-263	133-263
S3	131-053	131-262	133-214
S4	129-163	130-052	133-068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-155	133-265	1-210	1.2%	0-202	0.5%	50%	False	False	926,137
10	135-155	133-265	1-210	1.2%	0-170	0.4%	50%	False	False	824,975
20	135-155	133-185	1-290	1.4%	0-152	0.4%	57%	False	False	681,630
40	135-155	132-180	2-295	2.2%	0-187	0.4%	72%	False	False	868,715
60	135-155	131-140	4-015	3.0%	0-183	0.4%	80%	False	False	697,864
80	135-155	129-300	5-175	4.1%	0-165	0.4%	85%	False	False	523,931
100	135-155	126-270	8-205	6.4%	0-138	0.3%	90%	False	False	419,172

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	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	136-278
2.618	136-033
1.618	135-203
1.000	135-110
0.618	135-053
HIGH	134-280
0.618	134-223
0.500	134-205
0.382	134-187
LOW	134-130
0.618	134-037
1.000	133-300
1.618	133-207
2.618	133-057
4.250	132-132

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	134-208	134-182
PP	134-207	134-155
S1	134-205	134-128

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

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