ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 06-Aug-2012

Day Change Summary
	Previous	Current
	03-Aug-2012	06-Aug-2012	Change	Change %	Previous Week
Open	134-200	133-315	-0-205	-0.5%	134-070
High	134-225	134-100	-0-125	-0.3%	134-295
Low	133-245	133-275	0-030	0.1%	133-245
Close	133-290	134-035	0-065	0.2%	133-290
Range	0-300	0-145	-0-155	-51.7%	1-050
ATR	0-198	0-194	-0-004	-1.9%	0-000
Volume	959,260	558,594	-400,666	-41.8%	4,712,479

Daily Pivots for day following 06-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-145	135-075	134-115
R3	135-000	134-250	134-075
R2	134-175	134-175	134-062
R1	134-105	134-105	134-048	134-140
PP	134-030	134-030	134-030	134-048
S1	133-280	133-280	134-022	133-315
S2	133-205	133-205	134-008
S3	133-060	133-135	133-315
S4	132-235	132-310	133-275

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%	0-228	0.5%	30%	False	False	894,192
10	135-155	133-245	1-230	1.3%	0-218	0.5%	20%	False	False	906,271
20	135-155	133-245	1-230	1.3%	0-173	0.4%	20%	False	False	791,634
40	135-155	132-180	2-295	2.2%	0-191	0.4%	53%	False	False	827,769
60	135-155	131-260	3-215	2.7%	0-190	0.4%	63%	False	False	756,404
80	135-155	130-050	5-105	4.0%	0-171	0.4%	74%	False	False	568,048
100	135-155	126-270	8-205	6.4%	0-147	0.3%	84%	False	False	454,511

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	136-076
2.618	135-160
1.618	135-015
1.000	134-245
0.618	134-190
HIGH	134-100
0.618	134-045
0.500	134-028
0.382	134-010
LOW	133-275
0.618	133-185
1.000	133-130
1.618	133-040
2.618	132-215
4.250	131-299

Fisher Pivots for day following 06-Aug-2012
Pivot	1 day	3 day
R1	134-032	134-110
PP	134-030	134-085
S1	134-028	134-060

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

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