ECBOT 5 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	118-027	117-195	-0-152	-0.4%	117-187
High	118-040	117-217	-0-143	-0.4%	118-250
Low	117-162	117-110	-0-052	-0.1%	117-150
Close	117-210	117-172	-0-038	-0.1%	118-017
Range	0-198	0-107	-0-091	-46.0%	1-100
ATR	0-180	0-175	-0-005	-2.9%	0-000
Volume	646,464	565,847	-80,617	-12.5%	3,990,749

Daily Pivots for day following 22-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	118-167	118-117	117-231
R3	118-060	118-010	117-201
R2	117-273	117-273	117-192
R1	117-223	117-223	117-182	117-194
PP	117-166	117-166	117-166	117-152
S1	117-116	117-116	117-162	117-088
S2	117-059	117-059	117-152
S3	116-272	117-009	117-143
S4	116-165	116-222	117-113

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-012	121-115	118-248
R3	120-232	120-015	118-132
R2	119-132	119-132	118-094
R1	118-235	118-235	118-056	119-024
PP	118-032	118-032	118-032	118-087
S1	117-135	117-135	117-298	117-244
S2	116-252	116-252	117-260
S3	115-152	116-035	117-222
S4	114-052	114-255	117-106

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-250	117-110	1-140	1.2%	0-209	0.6%	13%	False	True	702,638
10	118-250	116-177	2-073	1.9%	0-207	0.5%	44%	False	False	716,069
20	118-250	115-285	2-285	2.5%	0-179	0.5%	57%	False	False	665,551
40	118-250	115-040	3-210	3.1%	0-147	0.4%	66%	False	False	341,966

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	0-035
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	119-032
2.618	118-177
1.618	118-070
1.000	118-004
0.618	117-283
HIGH	117-217
0.618	117-176
0.500	117-164
0.382	117-151
LOW	117-110
0.618	117-044
1.000	117-003
1.618	116-257
2.618	116-150
4.250	115-295

Fisher Pivots for day following 22-Mar-2011
Pivot	1 day	3 day
R1	117-169	117-271
PP	117-166	117-238
S1	117-164	117-205

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

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