ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 28-Mar-2011

Day Change Summary
	Previous	Current
	25-Mar-2011	28-Mar-2011	Change	Change %	Previous Week
Open	119-145	119-040	-0-105	-0.3%	120-230
High	119-235	119-080	-0-155	-0.4%	120-235
Low	119-015	118-260	-0-075	-0.2%	119-015
Close	119-060	119-025	-0-035	-0.1%	119-060
Range	0-220	0-140	-0-080	-36.4%	1-220
ATR	0-263	0-254	-0-009	-3.3%	0-000
Volume	1,054,411	822,188	-232,223	-22.0%	5,291,548

Daily Pivots for day following 28-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-115	120-050	119-102
R3	119-295	119-230	119-064
R2	119-155	119-155	119-051
R1	119-090	119-090	119-038	119-052
PP	119-015	119-015	119-015	118-316
S1	118-270	118-270	119-012	118-232
S2	118-195	118-195	118-319
S3	118-055	118-130	118-306
S4	117-235	117-310	118-268

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-230	123-205	120-037
R3	123-010	121-305	119-208
R2	121-110	121-110	119-159
R1	120-085	120-085	119-110	119-308
PP	119-210	119-210	119-210	119-161
S1	118-185	118-185	119-010	118-088
S2	117-310	117-310	118-281
S3	116-090	116-285	118-232
S4	114-190	115-065	118-083

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-145	118-260	1-205	1.4%	0-190	0.5%	16%	False	True	1,009,128
10	121-265	118-260	3-005	2.5%	0-287	0.8%	9%	False	True	1,226,735
20	121-265	117-180	4-085	3.6%	0-277	0.7%	36%	False	False	1,227,983
40	121-265	116-040	5-225	4.8%	0-249	0.7%	52%	False	False	688,197

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	0-060
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	121-035
2.618	120-127
1.618	119-307
1.000	119-220
0.618	119-167
HIGH	119-080
0.618	119-027
0.500	119-010
0.382	118-313
LOW	118-260
0.618	118-173
1.000	118-120
1.618	118-033
2.618	117-213
4.250	116-305

Fisher Pivots for day following 28-Mar-2011
Pivot	1 day	3 day
R1	119-020	119-162
PP	119-015	119-117
S1	119-010	119-071

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

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