ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	123-097	123-082	-0-015	0.0%	123-165
High	123-112	123-082	-0-030	-0.1%	123-230
Low	123-030	123-007	-0-023	-0.1%	123-030
Close	123-095	123-045	-0-050	-0.1%	123-095
Range	0-082	0-075	-0-007	-8.5%	0-200
ATR	0-088	0-088	0-000	0.0%	0-000
Volume	471,543	481,152	9,609	2.0%	2,312,995

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-270	123-232	123-086
R3	123-195	123-157	123-066
R2	123-120	123-120	123-059
R1	123-082	123-082	123-052	123-064
PP	123-045	123-045	123-045	123-035
S1	123-007	123-007	123-038	122-308
S2	122-290	122-290	123-031
S3	122-215	122-252	123-024
S4	122-140	122-177	123-004

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-078	124-287	123-205
R3	124-198	124-087	123-150
R2	123-318	123-318	123-132
R1	123-207	123-207	123-113	123-162
PP	123-118	123-118	123-118	123-096
S1	123-007	123-007	123-077	122-282
S2	122-238	122-238	123-058
S3	122-038	122-127	123-040
S4	121-158	121-247	122-305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-230	123-007	0-223	0.6%	0-092	0.2%	17%	False	True	493,886
10	123-272	123-007	0-265	0.7%	0-086	0.2%	14%	False	True	455,433
20	124-037	123-005	1-032	0.9%	0-086	0.2%	11%	False	False	469,586
40	124-037	122-167	1-190	1.3%	0-086	0.2%	39%	False	False	399,938
60	124-037	122-090	1-267	1.5%	0-092	0.2%	47%	False	False	409,816
80	124-037	121-030	3-007	2.5%	0-084	0.2%	68%	False	False	308,727

Crabel Price Patterns
NR	True
NR4	True
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	0-017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-081
2.618	123-278
1.618	123-203
1.000	123-157
0.618	123-128
HIGH	123-082
0.618	123-053
0.500	123-044
0.382	123-036
LOW	123-007
0.618	122-281
1.000	122-252
1.618	122-206
2.618	122-131
4.250	122-008

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	123-045	123-118
PP	123-045	123-094
S1	123-044	123-070

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

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