ECBOT 10 Year T-Note Future September 2011

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Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary Previous Current 24-Mar-2011 25-Mar-2011 Change Change % Previous Week Open 118-100 118-010 -0-090 -0.2% 118-180 High 118-100 118-010 -0-090 -0.2% 118-200 Low 118-010 118-010 0-000 0.0% 118-010 Close 118-010 117-230 -0-100 -0.3% 117-230 Range 0-090 0-000 -0-090 -100.0% 0-190 ATR 0-142 0-132 -0-010 -7.1% 0-000 Volume 24 10 -14 -58.3% 46
Daily Pivots for day following 25-Mar-2011 Classic Woodie Camarilla DeMark R4 117-297 117-263 117-230 R3 117-297 117-263 117-230 R2 117-297 117-297 117-230 R1 117-263 117-263 117-230 117-280 PP 117-297 117-297 117-297 117-305 S1 117-263 117-263 117-230 117-280 S2 117-297 117-297 117-230 S3 117-297 117-263 117-230 S4 117-297 117-263 117-230	Weekly Pivots for week ending 25-Mar-2011 Classic Woodie Camarilla DeMark R4 119-290 119-130 118-014 R3 119-100 118-260 117-282 R2 118-230 118-230 117-265 R1 118-070 118-070 117-247 118-055 PP 118-040 118-040 118-040 118-032 S1 117-200 117-200 117-213 117-185 S2 117-170 117-170 117-195 S3 116-300 117-010 117-178 S4 116-110 116-140 117-126
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 118-200 118-010 0-190 0.5% 0-072 0.2% -53% False True 9 10 119-300 118-010 1-290 1.6% 0-047 0.1% -16% False True 6 20 119-300 116-160 3-140 2.9% 0-042 0.1% 35% False False 6
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 0-008 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 118-010 2.618 118-010 1.618 118-010 1.000 118-010 0.618 118-010 HIGH 118-010 0.618 118-010 0.500 118-010 0.382 118-010 LOW 118-010 0.618 118-010 1.000 118-010 1.618 118-010 2.618 118-010 4.250 118-010
Fisher Pivots for day following 25-Mar-2011 Pivot 1 day 3 day R1 118-010 118-105 PP 117-297 118-040 S1 117-263 117-295

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