ECBOT 10 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	133-025	133-145	0-120	0.3%	134-035
High	133-145	133-245	0-100	0.2%	134-095
Low	133-015	133-135	0-120	0.3%	132-310
Close	133-100	133-140	0-040	0.1%	133-045
Range	0-130	0-110	-0-020	-15.4%	1-105
ATR	0-197	0-193	-0-004	-1.9%	0-000
Volume	6,839	8,754	1,915	28.0%	50,174

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-183	134-112	133-200
R3	134-073	134-002	133-170
R2	133-283	133-283	133-160
R1	133-212	133-212	133-150	133-192
PP	133-173	133-173	133-173	133-164
S1	133-102	133-102	133-130	133-082
S2	133-063	133-063	133-120
S3	132-273	132-312	133-110
S4	132-163	132-202	133-080

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-145	136-200	133-279
R3	136-040	135-095	133-162
R2	134-255	134-255	133-123
R1	133-310	133-310	133-084	133-230
PP	133-150	133-150	133-150	133-110
S1	132-205	132-205	133-006	132-125
S2	132-045	132-045	132-287
S3	130-260	131-100	132-248
S4	129-155	129-315	132-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-040	132-310	1-050	0.9%	0-216	0.5%	41%	False	False	7,863
10	134-235	132-310	1-245	1.3%	0-206	0.5%	27%	False	False	16,307
20	134-280	132-060	2-220	2.0%	0-190	0.4%	47%	False	False	414,670
40	135-155	132-050	3-105	2.5%	0-190	0.4%	38%	False	False	635,288
60	135-155	132-050	3-105	2.5%	0-178	0.4%	38%	False	False	646,957
80	135-155	132-050	3-105	2.5%	0-194	0.5%	38%	False	False	765,772
100	135-155	130-240	4-235	3.5%	0-183	0.4%	57%	False	False	617,691
120	135-155	127-210	7-265	5.9%	0-167	0.4%	74%	False	False	514,992

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	0-048
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	135-072
2.618	134-213
1.618	134-103
1.000	134-035
0.618	133-313
HIGH	133-245
0.618	133-203
0.500	133-190
0.382	133-177
LOW	133-135
0.618	133-067
1.000	133-025
1.618	132-277
2.618	132-167
4.250	131-308

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	133-190	133-172
PP	133-173	133-162
S1	133-157	133-151

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

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