ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 09-Aug-2012

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	133-170	133-130	-0-040	-0.1%	134-070
High	133-250	133-180	-0-070	-0.2%	134-295
Low	133-100	133-050	-0-050	-0.1%	133-245
Close	133-155	133-145	-0-010	0.0%	133-290
Range	0-150	0-130	-0-020	-13.3%	1-050
ATR	0-192	0-188	-0-004	-2.3%	0-000
Volume	811,473	877,194	65,721	8.1%	4,712,479

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-195	134-140	133-216
R3	134-065	134-010	133-181
R2	133-255	133-255	133-169
R1	133-200	133-200	133-157	133-228
PP	133-125	133-125	133-125	133-139
S1	133-070	133-070	133-133	133-098
S2	132-315	132-315	133-121
S3	132-185	132-260	133-109
S4	132-055	132-130	133-074

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	134-225	133-050	1-175	1.2%	0-189	0.4%	19%	False	True	813,047
10	134-310	133-050	1-260	1.4%	0-220	0.5%	16%	False	True	906,469
20	135-155	133-050	2-105	1.7%	0-180	0.4%	13%	False	True	808,996
40	135-155	132-290	2-185	1.9%	0-179	0.4%	21%	False	False	796,679
60	135-155	132-000	3-155	2.6%	0-194	0.5%	42%	False	False	798,319
80	135-155	130-050	5-105	4.0%	0-176	0.4%	62%	False	False	599,839
100	135-155	127-120	8-035	6.1%	0-152	0.4%	75%	False	False	479,984

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-046
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	135-092
2.618	134-200
1.618	134-070
1.000	133-310
0.618	133-260
HIGH	133-180
0.618	133-130
0.500	133-115
0.382	133-100
LOW	133-050
0.618	132-290
1.000	132-240
1.618	132-160
2.618	132-030
4.250	131-138

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	133-135	133-205
PP	133-125	133-185
S1	133-115	133-165

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

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