ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 13-Aug-2012

Day Change Summary
	Previous	Current
	10-Aug-2012	13-Aug-2012	Change	Change %	Previous Week
Open	133-135	133-230	0-095	0.2%	133-315
High	133-275	133-275	0-000	0.0%	134-100
Low	133-120	133-160	0-040	0.1%	133-050
Close	133-235	133-200	-0-035	-0.1%	133-235
Range	0-155	0-115	-0-040	-25.8%	1-050
ATR	0-186	0-181	-0-005	-2.7%	0-000
Volume	576,351	514,501	-61,850	-10.7%	3,682,326

Daily Pivots for day following 13-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-237	134-173	133-263
R3	134-122	134-058	133-232
R2	134-007	134-007	133-221
R1	133-263	133-263	133-211	133-238
PP	133-212	133-212	133-212	133-199
S1	133-148	133-148	133-189	133-122
S2	133-097	133-097	133-179
S3	132-302	133-033	133-168
S4	132-187	132-238	133-137

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-065	136-200	134-118
R3	136-015	135-150	134-017
R2	134-285	134-285	133-303
R1	134-100	134-100	133-269	134-008
PP	133-235	133-235	133-235	133-189
S1	133-050	133-050	133-201	132-278
S2	132-185	132-185	133-167
S3	131-135	132-000	133-133
S4	130-085	130-270	133-032

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-040	133-050	0-310	0.7%	0-154	0.4%	48%	False	False	727,646
10	134-295	133-050	1-245	1.3%	0-191	0.4%	27%	False	False	810,919
20	135-155	133-050	2-105	1.7%	0-179	0.4%	20%	False	False	805,096
40	135-155	132-290	2-185	1.9%	0-176	0.4%	28%	False	False	772,976
60	135-155	132-030	3-125	2.5%	0-192	0.4%	45%	False	False	815,722
80	135-155	130-050	5-105	4.0%	0-177	0.4%	65%	False	False	613,394
100	135-155	127-210	7-265	5.9%	0-155	0.4%	76%	False	False	490,893

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	0-043
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	135-124
2.618	134-256
1.618	134-141
1.000	134-070
0.618	134-026
HIGH	133-275
0.618	133-231
0.500	133-218
0.382	133-204
LOW	133-160
0.618	133-089
1.000	133-045
1.618	132-294
2.618	132-179
4.250	131-311

Fisher Pivots for day following 13-Aug-2012
Pivot	1 day	3 day
R1	133-218	133-188
PP	133-212	133-175
S1	133-206	133-162

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

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