ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 07-Sep-2012

Day Change Summary
	Previous	Current
	06-Sep-2012	07-Sep-2012	Change	Change %	Previous Week
Open	134-130	133-250	-0-200	-0.5%	134-255
High	134-145	134-195	0-050	0.1%	134-275
Low	133-245	133-125	-0-120	-0.3%	133-125
Close	133-270	134-040	0-090	0.2%	134-040
Range	0-220	1-070	0-170	77.3%	1-150
ATR	0-176	0-191	0-015	8.7%	0-000
Volume	31,955	23,710	-8,245	-25.8%	216,589

Daily Pivots for day following 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-223	137-042	134-254
R3	136-153	135-292	134-147
R2	135-083	135-083	134-112
R1	134-222	134-222	134-076	134-312
PP	134-013	134-013	134-013	134-059
S1	133-152	133-152	134-004	133-242
S2	132-263	132-263	133-288
S3	131-193	132-082	133-253
S4	130-123	131-012	133-146

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-170	137-255	134-298
R3	137-020	136-105	134-169
R2	135-190	135-190	134-126
R1	134-275	134-275	134-083	134-158
PP	134-040	134-040	134-040	133-301
S1	133-125	133-125	133-317	133-008
S2	132-210	132-210	133-274
S3	131-060	131-295	133-231
S4	129-230	130-145	133-102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-280	133-125	1-155	1.1%	0-237	0.6%	49%	False	True	99,176
10	134-280	133-125	1-155	1.1%	0-186	0.4%	49%	False	True	528,515
20	134-280	132-050	2-230	2.0%	0-181	0.4%	72%	False	False	686,782
40	135-155	132-050	3-105	2.5%	0-180	0.4%	59%	False	False	747,889
60	135-155	132-050	3-105	2.5%	0-180	0.4%	59%	False	False	760,047
80	135-155	132-000	3-155	2.6%	0-190	0.4%	61%	False	False	770,435
100	135-155	130-050	5-105	4.0%	0-177	0.4%	74%	False	False	617,228
120	135-155	127-120	8-035	6.0%	0-157	0.4%	83%	False	False	514,451

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	139-252
2.618	137-256
1.618	136-186
1.000	135-265
0.618	135-116
HIGH	134-195
0.618	134-046
0.500	134-000
0.382	133-274
LOW	133-125
0.618	132-204
1.000	132-055
1.618	131-134
2.618	130-064
4.250	128-068

Fisher Pivots for day following 07-Sep-2012
Pivot	1 day	3 day
R1	134-027	134-033
PP	134-013	134-027
S1	134-000	134-020

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

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