ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 22-Mar-2011

Day Change Summary
	Previous	Current
	21-Mar-2011	22-Mar-2011	Change	Change %	Previous Week
Open	120-230	120-045	-0-185	-0.5%	119-260
High	120-235	120-080	-0-155	-0.4%	121-265
Low	119-270	119-255	-0-015	0.0%	119-175
Close	120-065	120-015	-0-050	-0.1%	120-220
Range	0-285	0-145	-0-140	-49.1%	2-090
ATR	0-282	0-273	-0-010	-3.5%	0-000
Volume	1,068,095	987,363	-80,732	-7.6%	7,307,367

Daily Pivots for day following 22-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-125	121-055	120-095
R3	120-300	120-230	120-055
R2	120-155	120-155	120-042
R1	120-085	120-085	120-028	120-048
PP	120-010	120-010	120-010	119-311
S1	119-260	119-260	120-002	119-222
S2	119-185	119-185	119-308
S3	119-040	119-115	119-295
S4	118-215	118-290	119-255

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	127-170	126-125	121-302
R3	125-080	124-035	121-101
R2	122-310	122-310	121-034
R1	121-265	121-265	120-287	122-128
PP	120-220	120-220	120-220	120-311
S1	119-175	119-175	120-153	120-038
S2	118-130	118-130	120-086
S3	116-040	117-085	120-019
S4	113-270	114-315	119-138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-265	119-255	2-010	1.7%	1-005	0.8%	12%	False	True	1,311,073
10	121-265	118-085	3-180	3.0%	0-316	0.8%	50%	False	False	1,313,717
20	121-265	117-180	4-085	3.6%	0-268	0.7%	58%	False	False	1,160,570
40	121-265	116-040	5-225	4.8%	0-254	0.7%	69%	False	False	586,955

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	0-055
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	122-056
2.618	121-140
1.618	120-315
1.000	120-225
0.618	120-170
HIGH	120-080
0.618	120-025
0.500	120-008
0.382	119-310
LOW	119-255
0.618	119-165
1.000	119-110
1.618	119-020
2.618	118-195
4.250	117-279

Fisher Pivots for day following 22-Mar-2011
Pivot	1 day	3 day
R1	120-012	120-148
PP	120-010	120-103
S1	120-008	120-059

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

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