ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 28-Aug-2012

Day Change Summary
	Previous	Current
	27-Aug-2012	28-Aug-2012	Change	Change %	Previous Week
Open	133-170	133-250	0-080	0.2%	132-165
High	133-280	134-030	0-070	0.2%	133-305
Low	133-145	133-230	0-085	0.2%	132-055
Close	133-260	133-305	0-045	0.1%	133-185
Range	0-135	0-120	-0-015	-11.1%	1-250
ATR	0-178	0-174	-0-004	-2.3%	0-000
Volume	677,347	1,198,777	521,430	77.0%	4,387,268

Daily Pivots for day following 28-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-015	134-280	134-051
R3	134-215	134-160	134-018
R2	134-095	134-095	134-007
R1	134-040	134-040	133-316	134-068
PP	133-295	133-295	133-295	133-309
S1	133-240	133-240	133-294	133-268
S2	133-175	133-175	133-283
S3	133-055	133-120	133-272
S4	132-255	133-000	133-239

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-185	137-275	134-178
R3	136-255	136-025	134-022
R2	135-005	135-005	133-290
R1	134-095	134-095	133-237	134-210
PP	133-075	133-075	133-075	133-132
S1	132-165	132-165	133-133	132-280
S2	131-145	131-145	133-080
S3	129-215	130-235	133-028
S4	127-285	128-305	132-192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-030	132-200	1-150	1.1%	0-171	0.4%	90%	True	False	944,536
10	134-030	132-050	1-300	1.4%	0-170	0.4%	93%	True	False	912,382
20	134-295	132-050	2-245	2.1%	0-182	0.4%	65%	False	False	860,662
40	135-155	132-050	3-105	2.5%	0-167	0.4%	54%	False	False	771,146
60	135-155	132-050	3-105	2.5%	0-186	0.4%	54%	False	False	866,030
80	135-155	131-140	4-015	3.0%	0-183	0.4%	62%	False	False	738,563
100	135-155	129-300	5-175	4.1%	0-168	0.4%	72%	False	False	591,277
120	135-155	126-270	8-205	6.5%	0-145	0.3%	82%	False	False	492,753

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	0-034
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	135-220
2.618	135-024
1.618	134-224
1.000	134-150
0.618	134-104
HIGH	134-030
0.618	133-304
0.500	133-290
0.382	133-276
LOW	133-230
0.618	133-156
1.000	133-110
1.618	133-036
2.618	132-236
4.250	132-040

Fisher Pivots for day following 28-Aug-2012
Pivot	1 day	3 day
R1	133-300	133-286
PP	133-295	133-267
S1	133-290	133-248

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

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