ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	121-100	120-265	-0-155	-0.4%	120-050
High	121-145	120-280	-0-185	-0.5%	121-100
Low	120-195	120-020	-0-175	-0.5%	119-280
Close	120-255	120-095	-0-160	-0.4%	121-050
Range	0-270	0-260	-0-010	-3.7%	1-140
ATR	0-284	0-283	-0-002	-0.6%	0-000
Volume	960,781	1,078,559	117,778	12.3%	5,628,858

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-272	122-123	120-238
R3	122-012	121-183	120-166
R2	121-072	121-072	120-143
R1	120-243	120-243	120-119	120-188
PP	120-132	120-132	120-132	120-104
S1	119-303	119-303	120-071	119-248
S2	119-192	119-192	120-047
S3	118-252	119-043	120-024
S4	117-312	118-103	119-272

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-030	124-180	121-303
R3	123-210	123-040	121-176
R2	122-070	122-070	121-134
R1	121-220	121-220	121-092	121-305
PP	120-250	120-250	120-250	120-292
S1	120-080	120-080	121-008	120-165
S2	119-110	119-110	120-286
S3	117-290	118-260	120-244
S4	116-150	117-120	120-117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-145	119-280	1-185	1.3%	0-276	0.7%	27%	False	False	1,136,927
10	121-145	119-220	1-245	1.5%	0-262	0.7%	35%	False	False	1,098,374
20	121-155	119-045	2-110	1.9%	0-270	0.7%	49%	False	False	1,092,839
40	123-120	118-170	4-270	4.0%	0-308	0.8%	36%	False	False	943,778
60	127-020	118-170	8-170	7.1%	0-308	0.8%	21%	False	False	739,515
80	127-080	118-170	8-230	7.2%	0-280	0.7%	20%	False	False	555,407
100	127-080	118-170	8-230	7.2%	0-251	0.7%	20%	False	False	444,354
120	127-080	118-170	8-230	7.2%	0-216	0.6%	20%	False	False	370,298

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-064
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-105
2.618	123-001
1.618	122-061
1.000	121-220
0.618	121-121
HIGH	120-280
0.618	120-181
0.500	120-150
0.382	120-119
LOW	120-020
0.618	119-179
1.000	119-080
1.618	118-239
2.618	117-299
4.250	116-195

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	120-150	120-242
PP	120-132	120-193
S1	120-113	120-144

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

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