ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	119-110	118-195	-0-235	-0.6%	121-100
High	119-225	118-225	-1-000	-0.8%	121-145
Low	118-125	118-070	-0-055	-0.1%	118-125
Close	118-185	118-195	0-010	0.0%	118-185
Range	1-100	0-155	-0-265	-63.1%	3-020
ATR	0-293	0-283	-0-010	-3.4%	0-000
Volume	1,597,389	909,243	-688,146	-43.1%	6,104,672

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-308	119-247	118-280
R3	119-153	119-092	118-238
R2	118-318	118-318	118-223
R1	118-257	118-257	118-209	118-272
PP	118-163	118-163	118-163	118-171
S1	118-102	118-102	118-181	118-118
S2	118-008	118-008	118-167
S3	117-173	117-267	118-152
S4	117-018	117-112	118-110

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	120-280	118-070	2-210	2.2%	0-281	0.7%	15%	False	True	1,210,626
10	121-145	118-070	3-075	2.7%	0-282	0.7%	12%	False	True	1,191,346
20	121-155	118-070	3-085	2.8%	0-259	0.7%	12%	False	True	1,113,584
40	121-155	118-070	3-085	2.8%	0-296	0.8%	12%	False	True	941,785
60	126-110	118-070	8-040	6.9%	0-308	0.8%	5%	False	True	821,298
80	127-080	118-070	9-010	7.6%	0-287	0.8%	4%	False	True	617,563
100	127-080	118-070	9-010	7.6%	0-260	0.7%	4%	False	True	494,100
120	127-080	118-070	9-010	7.6%	0-225	0.6%	4%	False	True	411,753

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	0-066
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	120-244
2.618	119-311
1.618	119-156
1.000	119-060
0.618	119-001
HIGH	118-225
0.618	118-166
0.500	118-148
0.382	118-129
LOW	118-070
0.618	117-294
1.000	117-235
1.618	117-139
2.618	116-304
4.250	116-051

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	118-179	119-032
PP	118-163	118-300
S1	118-148	118-248

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

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