ECBOT 5 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	117-045	116-265	-0-100	-0.3%	118-027
High	117-110	116-305	-0-125	-0.3%	118-040
Low	116-260	116-202	-0-058	-0.2%	116-260
Close	116-282	116-245	-0-037	-0.1%	116-282
Range	0-170	0-103	-0-067	-39.4%	1-100
ATR	0-170	0-165	-0-005	-2.8%	0-000
Volume	640,493	540,239	-100,254	-15.7%	3,016,289

Daily Pivots for day following 28-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	117-240	117-185	116-302
R3	117-137	117-082	116-273
R2	117-034	117-034	116-264
R1	116-299	116-299	116-254	116-275
PP	116-251	116-251	116-251	116-238
S1	116-196	116-196	116-236	116-172
S2	116-148	116-148	116-226
S3	116-045	116-093	116-217
S4	115-262	115-310	116-188

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-067	120-115	117-193
R3	119-287	119-015	117-078
R2	118-187	118-187	117-039
R1	117-235	117-235	117-000	117-161
PP	117-087	117-087	117-087	117-050
S1	116-135	116-135	116-244	116-061
S2	115-307	115-307	116-205
S3	114-207	115-035	116-166
S4	113-107	113-255	116-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-257	116-202	1-055	1.0%	0-132	0.4%	11%	False	True	582,012
10	118-250	116-202	2-048	1.8%	0-189	0.5%	6%	False	True	678,881
20	118-250	115-285	2-285	2.5%	0-186	0.5%	30%	False	False	689,751
40	118-250	115-040	3-210	3.1%	0-152	0.4%	45%	False	False	400,445

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	0-041
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	118-103
2.618	117-255
1.618	117-152
1.000	117-088
0.618	117-049
HIGH	116-305
0.618	116-266
0.500	116-254
0.382	116-241
LOW	116-202
0.618	116-138
1.000	116-099
1.618	116-035
2.618	115-252
4.250	115-084

Fisher Pivots for day following 28-Mar-2011
Pivot	1 day	3 day
R1	116-254	117-047
PP	116-251	117-006
S1	116-248	116-286

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

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