ECBOT 10 Year T-Note Future March 2011

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

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	119-105	119-275	0-170	0.4%	120-090
High	120-025	120-080	0-055	0.1%	120-230
Low	118-315	119-190	0-195	0.5%	118-315
Close	120-000	120-010	0-010	0.0%	120-000
Range	1-030	0-210	-0-140	-40.0%	1-235
ATR	0-245	0-242	-0-002	-1.0%	0-000
Volume	44,927	31,762	-13,165	-29.3%	778,857

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-297	121-203	120-126
R3	121-087	120-313	120-068
R2	120-197	120-197	120-048
R1	120-103	120-103	120-029	120-150
PP	119-307	119-307	119-307	120-010
S1	119-213	119-213	119-311	119-260
S2	119-097	119-097	119-292
S3	118-207	119-003	119-272
S4	117-317	118-113	119-214

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-033	124-092	120-305
R3	123-118	122-177	120-153
R2	121-203	121-203	120-102
R1	120-262	120-262	120-051	120-115
PP	119-288	119-288	119-288	119-215
S1	119-027	119-027	119-269	118-200
S2	118-053	118-053	119-218
S3	116-138	117-112	119-167
S4	114-223	115-197	119-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-230	118-315	1-235	1.4%	0-267	0.7%	60%	False	False	93,947
10	120-230	118-315	1-235	1.4%	0-232	0.6%	60%	False	False	545,834
20	120-230	117-220	3-010	2.5%	0-223	0.6%	77%	False	False	828,684
40	121-155	117-220	3-255	3.2%	0-248	0.6%	62%	False	False	984,063
60	121-155	117-220	3-255	3.2%	0-274	0.7%	62%	False	False	909,609
80	126-110	117-220	8-210	7.2%	0-289	0.8%	27%	False	False	811,918
100	127-080	117-220	9-180	8.0%	0-274	0.7%	25%	False	False	650,709
120	127-080	117-220	9-180	8.0%	0-254	0.7%	25%	False	False	542,287

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-056
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-012
2.618	121-310
1.618	121-100
1.000	120-290
0.618	120-210
HIGH	120-080
0.618	120-000
0.500	119-295
0.382	119-270
LOW	119-190
0.618	119-060
1.000	118-300
1.618	118-170
2.618	117-280
4.250	116-258

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	119-318	119-286
PP	119-307	119-242
S1	119-295	119-198

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

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