ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	134-080	134-200	0-120	0.3%	134-070
High	134-295	134-225	-0-070	-0.2%	134-295
Low	133-295	133-245	-0-050	-0.1%	133-245
Close	134-200	133-290	-0-230	-0.5%	133-290
Range	1-000	0-300	-0-020	-6.3%	1-050
ATR	0-190	0-198	0-008	4.2%	0-000
Volume	1,158,961	959,260	-199,701	-17.2%	4,712,479

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-300	136-115	134-135
R3	136-000	135-135	134-052
R2	135-020	135-020	134-025
R1	134-155	134-155	133-318	134-098
PP	134-040	134-040	134-040	134-011
S1	133-175	133-175	133-262	133-118
S2	133-060	133-060	133-235
S3	132-080	132-195	133-208
S4	131-100	131-215	133-125

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-213	136-302	134-174
R3	136-163	135-252	134-072
R2	135-113	135-113	134-038
R1	134-202	134-202	134-004	134-132
PP	134-063	134-063	134-063	134-029
S1	133-152	133-152	133-256	133-082
S2	133-013	133-013	133-222
S3	131-283	132-102	133-188
S4	130-233	131-052	133-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-295	133-245	1-050	0.9%	0-238	0.6%	12%	False	True	942,495
10	135-155	133-245	1-230	1.3%	0-218	0.5%	8%	False	True	932,836
20	135-155	133-245	1-230	1.3%	0-170	0.4%	8%	False	True	791,490
40	135-155	132-180	2-295	2.2%	0-194	0.5%	46%	False	False	843,084
60	135-155	131-140	4-015	3.0%	0-191	0.4%	61%	False	False	747,184
80	135-155	129-310	5-165	4.1%	0-171	0.4%	71%	False	False	561,079
100	135-155	126-270	8-205	6.5%	0-146	0.3%	82%	False	False	448,925

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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	138-220
2.618	137-050
1.618	136-070
1.000	135-205
0.618	135-090
HIGH	134-225
0.618	134-110
0.500	134-075
0.382	134-040
LOW	133-245
0.618	133-060
1.000	132-265
1.618	132-080
2.618	131-100
4.250	129-250

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	134-075	134-110
PP	134-040	134-063
S1	134-005	134-017

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

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