ECBOT 10 Year T-Note Future December 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	132-295	131-265	-1-030	-0.8%	133-000
High	132-300	132-065	-0-235	-0.6%	133-075
Low	131-230	131-235	0-005	0.0%	131-230
Close	131-285	132-010	0-045	0.1%	131-285
Range	1-070	0-150	-0-240	-61.5%	1-165
ATR	0-206	0-202	-0-004	-1.9%	0-000
Volume	1,328,743	741,795	-586,948	-44.2%	5,333,149

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-127	133-058	132-092
R3	132-297	132-228	132-051
R2	132-147	132-147	132-038
R1	132-078	132-078	132-024	132-112
PP	131-317	131-317	131-317	132-014
S1	131-248	131-248	131-316	131-282
S2	131-167	131-167	131-302
S3	131-017	131-098	131-289
S4	130-187	130-268	131-248

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-265	135-280	132-232
R3	135-100	134-115	132-098
R2	133-255	133-255	132-054
R1	132-270	132-270	132-009	132-180
PP	132-090	132-090	132-090	132-045
S1	131-105	131-105	131-241	131-015
S2	130-245	130-245	131-196
S3	129-080	129-260	131-152
S4	127-235	128-095	131-018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-060	131-230	1-150	1.1%	0-247	0.6%	21%	False	False	1,074,400
10	133-265	131-230	2-035	1.6%	0-230	0.5%	15%	False	False	1,071,476
20	133-265	131-030	2-235	2.1%	0-201	0.5%	34%	False	False	716,739
40	134-180	131-030	3-150	2.6%	0-182	0.4%	27%	False	False	361,351
60	134-180	131-030	3-150	2.6%	0-135	0.3%	27%	False	False	240,973
80	134-180	131-030	3-150	2.6%	0-108	0.3%	27%	False	False	180,731
100	134-180	129-300	4-200	3.5%	0-086	0.2%	45%	False	False	144,585

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-057
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-062
2.618	133-138
1.618	132-308
1.000	132-215
0.618	132-158
HIGH	132-065
0.618	132-008
0.500	131-310
0.382	131-292
LOW	131-235
0.618	131-142
1.000	131-085
1.618	130-312
2.618	130-162
4.250	129-238

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	132-003	132-110
PP	131-317	132-077
S1	131-310	132-043

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

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