ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 03-Mar-2011

Day Change Summary
	Previous	Current
	02-Mar-2011	03-Mar-2011	Change	Change %	Previous Week
Open	119-070	118-205	-0-185	-0.5%	117-200
High	119-125	118-230	-0-215	-0.6%	119-020
Low	118-195	117-255	-0-260	-0.7%	117-200
Close	118-230	117-265	-0-285	-0.8%	118-300
Range	0-250	0-295	0-045	18.0%	1-140
ATR	0-220	0-226	0-005	2.4%	0-000
Volume	1,193,739	1,347,367	153,628	12.9%	1,831,156

Daily Pivots for day following 03-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-282	120-088	118-107
R3	119-307	119-113	118-026
R2	119-012	119-012	117-319
R1	118-138	118-138	117-292	118-088
PP	118-037	118-037	118-037	118-011
S1	117-163	117-163	117-238	117-112
S2	117-062	117-062	117-211
S3	116-087	116-188	117-184
S4	115-112	115-213	117-103

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-273	122-107	119-233
R3	121-133	120-287	119-106
R2	119-313	119-313	119-064
R1	119-147	119-147	119-022	119-230
PP	118-173	118-173	118-173	118-215
S1	118-007	118-007	118-258	118-090
S2	117-033	117-033	118-216
S3	115-213	116-187	118-174
S4	114-073	115-047	118-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-125	117-255	1-190	1.4%	0-216	0.6%	2%	False	True	1,158,065
10	119-125	117-050	2-075	1.9%	0-220	0.6%	30%	False	False	681,809
20	119-125	116-040	3-085	2.8%	0-228	0.6%	52%	False	False	347,715
40	120-020	116-040	3-300	3.3%	0-216	0.6%	43%	False	False	174,623

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	0-043
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-204
2.618	121-042
1.618	120-067
1.000	119-205
0.618	119-092
HIGH	118-230
0.618	118-117
0.500	118-082
0.382	118-048
LOW	117-255
0.618	117-073
1.000	116-280
1.618	116-098
2.618	115-123
4.250	113-281

Fisher Pivots for day following 03-Mar-2011
Pivot	1 day	3 day
R1	118-082	118-190
PP	118-037	118-108
S1	117-311	118-027

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

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