ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	123-097	123-085	-0-012	0.0%	123-082
High	123-120	123-112	-0-008	0.0%	123-120
Low	123-055	123-065	0-010	0.0%	123-007
Close	123-102	123-075	-0-027	-0.1%	123-075
Range	0-065	0-047	-0-018	-27.7%	0-113
ATR	0-088	0-085	-0-003	-3.3%	0-000
Volume	786,705	571,100	-215,605	-27.4%	2,411,383

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-225	123-197	123-101
R3	123-178	123-150	123-088
R2	123-131	123-131	123-084
R1	123-103	123-103	123-079	123-094
PP	123-084	123-084	123-084	123-079
S1	123-056	123-056	123-071	123-046
S2	123-037	123-037	123-066
S3	122-310	123-009	123-062
S4	122-263	122-282	123-049

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-086	124-034	123-137
R3	123-293	123-241	123-106
R2	123-180	123-180	123-096
R1	123-128	123-128	123-085	123-098
PP	123-067	123-067	123-067	123-052
S1	123-015	123-015	123-065	122-304
S2	122-274	122-274	123-054
S3	122-161	122-222	123-044
S4	122-048	122-109	123-013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-120	123-007	0-113	0.3%	0-075	0.2%	60%	False	False	576,585
10	123-230	123-007	0-223	0.6%	0-083	0.2%	30%	False	False	514,692
20	124-037	123-007	1-030	0.9%	0-078	0.2%	19%	False	False	475,368
40	124-037	122-202	1-155	1.2%	0-085	0.2%	41%	False	False	434,793
60	124-037	122-090	1-267	1.5%	0-091	0.2%	52%	False	False	430,822
80	124-037	121-290	2-067	1.8%	0-084	0.2%	60%	False	False	332,751

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	123-312
2.618	123-235
1.618	123-188
1.000	123-159
0.618	123-141
HIGH	123-112
0.618	123-094
0.500	123-088
0.382	123-083
LOW	123-065
0.618	123-036
1.000	123-018
1.618	122-309
2.618	122-262
4.250	122-185

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	123-088	123-072
PP	123-084	123-068
S1	123-080	123-065

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

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