ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	118-170	118-155	-0-015	0.0%	119-010
High	118-275	118-235	-0-040	-0.1%	119-125
Low	118-050	118-070	0-020	0.1%	117-180
Close	118-195	118-110	-0-085	-0.2%	118-200
Range	0-225	0-165	-0-060	-26.7%	1-265
ATR	0-235	0-230	-0-005	-2.1%	0-000
Volume	953,068	990,375	37,307	3.9%	6,336,537

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	119-313	119-217	118-201
R3	119-148	119-052	118-155
R2	118-303	118-303	118-140
R1	118-207	118-207	118-125	118-172
PP	118-138	118-138	118-138	118-121
S1	118-042	118-042	118-095	118-008
S2	117-293	117-293	118-080
S3	117-128	117-197	118-065
S4	116-283	117-032	118-019

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-003	123-047	119-202
R3	122-058	121-102	119-041
R2	120-113	120-113	118-307
R1	119-157	119-157	118-254	119-002
PP	118-168	118-168	118-168	118-091
S1	117-212	117-212	118-146	117-058
S2	116-223	116-223	118-093
S3	114-278	115-267	118-039
S4	113-013	114-002	117-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-125	117-180	1-265	1.5%	0-261	0.7%	43%	False	False	1,181,559
10	119-125	117-180	1-265	1.5%	0-220	0.6%	43%	False	False	1,007,424
20	119-125	116-040	3-085	2.8%	0-229	0.6%	68%	False	False	514,878
40	120-020	116-040	3-300	3.3%	0-220	0.6%	56%	False	False	258,760

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-296
2.618	120-027
1.618	119-182
1.000	119-080
0.618	119-017
HIGH	118-235
0.618	118-172
0.500	118-152
0.382	118-133
LOW	118-070
0.618	117-288
1.000	117-225
1.618	117-123
2.618	116-278
4.250	116-009

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	118-152	118-096
PP	118-138	118-082
S1	118-124	118-068

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

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