ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	119-290	119-110	-0-180	-0.5%	121-100
High	119-315	119-225	-0-090	-0.2%	121-145
Low	119-065	118-125	-0-260	-0.7%	118-125
Close	119-140	118-185	-0-275	-0.7%	118-185
Range	0-250	1-100	0-170	68.0%	3-020
ATR	0-283	0-293	0-010	3.5%	0-000
Volume	1,325,973	1,597,389	271,416	20.5%	6,104,672

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-265	122-005	119-096
R3	121-165	120-225	118-300
R2	120-065	120-065	118-262
R1	119-125	119-125	118-224	119-045
PP	118-285	118-285	118-285	118-245
S1	118-025	118-025	118-146	117-265
S2	117-185	117-185	118-108
S3	116-085	116-245	118-070
S4	114-305	115-145	117-274

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	128-212	126-218	120-084
R3	125-192	123-198	119-134
R2	122-172	122-172	119-045
R1	120-178	120-178	118-275	120-005
PP	119-152	119-152	119-152	119-065
S1	117-158	117-158	118-095	116-305
S2	116-132	116-132	118-005
S3	113-112	114-138	117-236
S4	110-092	111-118	116-286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-145	118-125	3-020	2.6%	0-304	0.8%	6%	False	True	1,220,934
10	121-145	118-125	3-020	2.6%	0-285	0.8%	6%	False	True	1,173,353
20	121-155	118-125	3-030	2.6%	0-273	0.7%	6%	False	True	1,139,443
40	121-155	118-125	3-030	2.6%	0-299	0.8%	6%	False	True	950,072
60	126-110	118-125	7-305	6.7%	0-311	0.8%	2%	False	True	806,329
80	127-080	118-125	8-275	7.5%	0-287	0.8%	2%	False	True	606,215
100	127-080	118-125	8-275	7.5%	0-260	0.7%	2%	False	True	485,007
120	127-080	118-125	8-275	7.5%	0-224	0.6%	2%	False	True	404,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-070
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	125-090
2.618	123-045
1.618	121-265
1.000	121-005
0.618	120-165
HIGH	119-225
0.618	119-065
0.500	119-015
0.382	118-285
LOW	118-125
0.618	117-185
1.000	117-025
1.618	116-085
2.618	114-305
4.250	112-260

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	119-015	119-175
PP	118-285	119-072
S1	118-235	118-288

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

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