ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 02-Aug-2012

Day Change Summary
	Previous	Current
	01-Aug-2012	02-Aug-2012	Change	Change %	Previous Week
Open	134-260	134-080	-0-180	-0.4%	134-310
High	134-265	134-295	0-030	0.1%	135-155
Low	134-040	133-295	-0-065	-0.2%	133-265
Close	134-050	134-200	0-150	0.3%	134-040
Range	0-225	1-000	0-095	42.2%	1-210
ATR	0-180	0-190	0-010	5.6%	0-000
Volume	857,076	1,158,961	301,885	35.2%	4,615,887

Daily Pivots for day following 02-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-157	137-018	135-056
R3	136-157	136-018	134-288
R2	135-157	135-157	134-259
R1	135-018	135-018	134-229	135-088
PP	134-157	134-157	134-157	134-191
S1	134-018	134-018	134-171	134-088
S2	133-157	133-157	134-141
S3	132-157	133-018	134-112
S4	131-157	132-018	134-024

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	134-310	133-265	1-045	0.8%	0-251	0.6%	70%	False	False	999,892
10	135-155	133-265	1-210	1.2%	0-204	0.5%	48%	False	False	897,899
20	135-155	133-265	1-210	1.2%	0-164	0.4%	48%	False	False	782,348
40	135-155	132-180	2-295	2.2%	0-189	0.4%	71%	False	False	851,071
60	135-155	131-140	4-015	3.0%	0-188	0.4%	79%	False	False	731,295
80	135-155	129-310	5-165	4.1%	0-169	0.4%	84%	False	False	549,128
100	135-155	126-270	8-205	6.4%	0-143	0.3%	90%	False	False	439,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139-055
2.618	137-173
1.618	136-173
1.000	135-295
0.618	135-173
HIGH	134-295
0.618	134-173
0.500	134-135
0.382	134-097
LOW	133-295
0.618	133-097
1.000	132-295
1.618	132-097
2.618	131-097
4.250	129-215

Fisher Pivots for day following 02-Aug-2012
Pivot	1 day	3 day
R1	134-178	134-178
PP	134-157	134-157
S1	134-135	134-135

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

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