ECBOT 10 Year T-Note Future March 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	118-045	118-100	0-055	0.1%	118-160
High	118-165	118-135	-0-030	-0.1%	118-215
Low	117-240	118-030	0-110	0.3%	117-240
Close	118-080	118-100	0-020	0.1%	118-080
Range	0-245	0-105	-0-140	-57.1%	0-295
ATR	0-173	0-169	-0-005	-2.8%	0-000
Volume	6,293	14,707	8,414	133.7%	85,639

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-083	119-037	118-158
R3	118-298	118-252	118-129
R2	118-193	118-193	118-119
R1	118-147	118-147	118-110	118-152
PP	118-088	118-088	118-088	118-091
S1	118-042	118-042	118-090	118-048
S2	117-303	117-303	118-081
S3	117-198	117-257	118-071
S4	117-093	117-152	118-042

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-317	120-173	118-242
R3	120-022	119-198	118-161
R2	119-047	119-047	118-134
R1	118-223	118-223	118-107	118-148
PP	118-072	118-072	118-072	118-034
S1	117-248	117-248	118-053	117-172
S2	117-097	117-097	118-026
S3	116-122	116-273	117-319
S4	115-147	115-298	117-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-215	117-240	0-295	0.8%	0-138	0.4%	61%	False	False	13,137
10	119-055	117-240	1-135	1.2%	0-144	0.4%	40%	False	False	45,006
20	119-055	116-285	2-090	1.9%	0-169	0.4%	62%	False	False	567,903
40	119-055	116-215	2-160	2.1%	0-182	0.5%	66%	False	False	775,103
60	119-055	114-285	4-090	3.6%	0-188	0.5%	80%	False	False	728,307
80	120-150	114-285	5-185	4.7%	0-197	0.5%	61%	False	False	672,917
100	120-150	114-285	5-185	4.7%	0-199	0.5%	61%	False	False	539,020

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	0-033
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-261
2.618	119-090
1.618	118-305
1.000	118-240
0.618	118-200
HIGH	118-135
0.618	118-095
0.500	118-082
0.382	118-070
LOW	118-030
0.618	117-285
1.000	117-245
1.618	117-180
2.618	117-075
4.250	116-224

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	118-094	118-081
PP	118-088	118-062
S1	118-082	118-042

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

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