ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 10-Sep-2012

Day Change Summary
	Previous	Current
	07-Sep-2012	10-Sep-2012	Change	Change %	Previous Week
Open	133-250	134-035	0-105	0.2%	134-255
High	134-195	134-095	-0-100	-0.2%	134-275
Low	133-125	133-300	0-175	0.4%	133-125
Close	134-040	133-310	-0-050	-0.1%	134-040
Range	1-070	0-115	-0-275	-70.5%	1-150
ATR	0-191	0-185	-0-005	-2.8%	0-000
Volume	23,710	12,763	-10,947	-46.2%	216,589

Daily Pivots for day following 10-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-047	134-293	134-053
R3	134-252	134-178	134-022
R2	134-137	134-137	134-011
R1	134-063	134-063	134-001	134-042
PP	134-022	134-022	134-022	134-011
S1	133-268	133-268	133-299	133-248
S2	133-227	133-227	133-289
S3	133-112	133-153	133-278
S4	132-317	133-038	133-247

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	134-275	133-125	1-150	1.1%	0-198	0.5%	39%	False	False	45,870
10	134-280	133-125	1-155	1.1%	0-182	0.4%	39%	False	False	449,257
20	134-280	132-050	2-230	2.0%	0-179	0.4%	67%	False	False	658,603
40	135-155	132-050	3-105	2.5%	0-180	0.4%	54%	False	False	733,843
60	135-155	132-050	3-105	2.5%	0-178	0.4%	54%	False	False	740,414
80	135-155	132-030	3-125	2.5%	0-190	0.4%	55%	False	False	770,394
100	135-155	130-050	5-105	4.0%	0-177	0.4%	72%	False	False	617,340
120	135-155	127-180	7-295	5.9%	0-158	0.4%	81%	False	False	514,557

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	135-264
2.618	135-076
1.618	134-281
1.000	134-210
0.618	134-166
HIGH	134-095
0.618	134-051
0.500	134-038
0.382	134-024
LOW	133-300
0.618	133-229
1.000	133-185
1.618	133-114
2.618	132-319
4.250	132-131

Fisher Pivots for day following 10-Sep-2012
Pivot	1 day	3 day
R1	134-038	134-000
PP	134-022	133-317
S1	134-006	133-313

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

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