ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 05-Sep-2012

Day Change Summary
	Previous	Current
	04-Sep-2012	05-Sep-2012	Change	Change %	Previous Week
Open	134-255	134-155	-0-100	-0.2%	133-170
High	134-275	134-235	-0-040	-0.1%	134-280
Low	134-130	134-115	-0-015	0.0%	133-145
Close	134-145	134-135	-0-010	0.0%	134-240
Range	0-145	0-120	-0-025	-17.2%	1-135
ATR	0-176	0-172	-0-004	-2.3%	0-000
Volume	119,286	41,638	-77,648	-65.1%	4,263,218

Daily Pivots for day following 05-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-202	135-128	134-201
R3	135-082	135-008	134-168
R2	134-282	134-282	134-157
R1	134-208	134-208	134-146	134-185
PP	134-162	134-162	134-162	134-150
S1	134-088	134-088	134-124	134-065
S2	134-042	134-042	134-113
S3	133-242	133-288	134-102
S4	133-122	133-168	134-069

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-200	138-035	135-170
R3	137-065	136-220	135-045
R2	135-250	135-250	135-003
R1	135-085	135-085	134-282	135-168
PP	134-115	134-115	134-115	134-156
S1	133-270	133-270	134-198	134-032
S2	132-300	132-300	134-157
S3	131-165	132-135	134-115
S4	130-030	131-000	133-310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-280	133-210	1-070	0.9%	0-169	0.4%	63%	False	False	509,603
10	134-280	132-200	2-080	1.7%	0-170	0.4%	80%	False	False	727,070
20	134-280	132-050	2-230	2.0%	0-164	0.4%	83%	False	False	768,433
40	135-155	132-050	3-105	2.5%	0-172	0.4%	68%	False	False	786,653
60	135-155	132-050	3-105	2.5%	0-179	0.4%	68%	False	False	801,984
80	135-155	132-000	3-155	2.6%	0-186	0.4%	70%	False	False	770,098
100	135-155	130-050	5-105	4.0%	0-171	0.4%	80%	False	False	616,708
120	135-155	126-270	8-205	6.4%	0-152	0.4%	88%	False	False	513,987

Crabel Price Patterns
NR	True
NR4	True
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	0-034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-105
2.618	135-229
1.618	135-109
1.000	135-035
0.618	134-309
HIGH	134-235
0.618	134-189
0.500	134-175
0.382	134-161
LOW	134-115
0.618	134-041
1.000	133-315
1.618	133-241
2.618	133-121
4.250	132-245

Fisher Pivots for day following 05-Sep-2012
Pivot	1 day	3 day
R1	134-175	134-132
PP	134-162	134-128
S1	134-148	134-125

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

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