ECBOT 10 Year T-Note Future March 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	119-255	119-310	0-055	0.1%	119-005
High	120-115	120-085	-0-030	-0.1%	120-115
Low	119-250	119-255	0-005	0.0%	119-000
Close	120-015	120-055	0-040	0.1%	120-055
Range	0-185	0-150	-0-035	-18.9%	1-115
ATR	0-247	0-240	-0-007	-2.8%	0-000
Volume	1,868,295	1,147,091	-721,204	-38.6%	4,647,726

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-155	121-095	120-138
R3	121-005	120-265	120-096
R2	120-175	120-175	120-082
R1	120-115	120-115	120-069	120-145
PP	120-025	120-025	120-025	120-040
S1	119-285	119-285	120-041	119-315
S2	119-195	119-195	120-028
S3	119-045	119-135	120-014
S4	118-215	118-305	119-292

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-295	123-130	120-294
R3	122-180	122-015	120-175
R2	121-065	121-065	120-135
R1	120-220	120-220	120-095	120-302
PP	119-270	119-270	119-270	119-311
S1	119-105	119-105	120-015	119-188
S2	118-155	118-155	119-295
S3	117-040	117-310	119-255
S4	115-245	116-195	119-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-115	118-210	1-225	1.4%	0-207	0.5%	89%	False	False	1,093,860
10	120-115	118-050	2-065	1.8%	0-204	0.5%	91%	False	False	1,113,579
20	121-145	117-220	3-245	3.1%	0-245	0.6%	66%	False	False	1,160,657
40	121-155	117-220	3-255	3.2%	0-252	0.7%	65%	False	False	1,075,016
60	124-050	117-220	6-150	5.4%	0-292	0.8%	38%	False	False	1,026,041
80	127-080	117-220	9-180	8.0%	0-291	0.8%	26%	False	False	802,713
100	127-080	117-220	9-180	8.0%	0-268	0.7%	26%	False	False	642,613
120	127-080	117-220	9-180	8.0%	0-245	0.6%	26%	False	False	535,535

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-082
2.618	121-158
1.618	121-008
1.000	120-235
0.618	120-178
HIGH	120-085
0.618	120-028
0.500	120-010
0.382	119-312
LOW	119-255
0.618	119-162
1.000	119-105
1.618	119-012
2.618	118-182
4.250	117-258

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	120-040	120-042
PP	120-025	120-030
S1	120-010	120-018

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

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