ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	123-085	123-152	0-067	0.2%	123-080
High	123-177	123-167	-0-010	0.0%	123-190
Low	123-075	123-095	0-020	0.1%	123-027
Close	123-157	123-097	-0-060	-0.2%	123-157
Range	0-102	0-072	-0-030	-29.4%	0-163
ATR	0-087	0-086	-0-001	-1.3%	0-000
Volume	63,155	30,936	-32,219	-51.0%	2,550,971

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-016	123-288	123-137
R3	123-264	123-216	123-117
R2	123-192	123-192	123-110
R1	123-144	123-144	123-104	123-132
PP	123-120	123-120	123-120	123-114
S1	123-072	123-072	123-090	123-060
S2	123-048	123-048	123-084
S3	122-296	123-000	123-077
S4	122-224	122-248	123-057

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-294	124-228	123-247
R3	124-131	124-065	123-202
R2	123-288	123-288	123-187
R1	123-222	123-222	123-172	123-255
PP	123-125	123-125	123-125	123-141
S1	123-059	123-059	123-142	123-092
S2	122-282	122-282	123-127
S3	122-119	122-216	123-112
S4	121-276	122-053	123-067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-190	123-027	0-163	0.4%	0-085	0.2%	43%	False	False	297,385
10	123-190	123-007	0-183	0.5%	0-082	0.2%	49%	False	False	499,329
20	123-290	123-007	0-283	0.7%	0-083	0.2%	32%	False	False	468,754
40	124-037	122-262	1-095	1.1%	0-085	0.2%	37%	False	False	456,392
60	124-037	122-167	1-190	1.3%	0-088	0.2%	49%	False	False	408,474
80	124-037	122-090	1-267	1.5%	0-086	0.2%	56%	False	False	364,823
100	124-037	121-030	3-007	2.5%	0-075	0.2%	73%	False	False	292,116

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-153
2.618	124-035
1.618	123-283
1.000	123-239
0.618	123-211
HIGH	123-167
0.618	123-139
0.500	123-131
0.382	123-123
LOW	123-095
0.618	123-051
1.000	123-023
1.618	122-299
2.618	122-227
4.250	122-109

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	123-131	123-102
PP	123-120	123-100
S1	123-108	123-099

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

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