ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	123-097	123-157	0-060	0.2%	123-080
High	123-180	123-160	-0-020	-0.1%	123-190
Low	123-092	123-122	0-030	0.1%	123-027
Close	123-170	123-125	-0-045	-0.1%	123-157
Range	0-088	0-038	-0-050	-56.8%	0-163
ATR	0-086	0-084	-0-003	-3.2%	0-000
Volume	23,306	12,843	-10,463	-44.9%	2,550,971

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-250	123-225	123-146
R3	123-212	123-187	123-135
R2	123-174	123-174	123-132
R1	123-149	123-149	123-128	123-142
PP	123-136	123-136	123-136	123-132
S1	123-111	123-111	123-122	123-104
S2	123-098	123-098	123-118
S3	123-060	123-073	123-115
S4	123-022	123-035	123-104

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	123-180	123-027	0-153	0.4%	0-077	0.2%	64%	False	False	57,771
10	123-190	123-027	0-163	0.4%	0-077	0.2%	60%	False	False	397,586
20	123-230	123-007	0-223	0.6%	0-082	0.2%	53%	False	False	432,436
40	124-037	122-315	1-042	0.9%	0-083	0.2%	36%	False	False	440,247
60	124-037	122-167	1-190	1.3%	0-085	0.2%	55%	False	False	393,755
80	124-037	122-090	1-267	1.5%	0-087	0.2%	60%	False	False	365,195
100	124-037	121-030	3-007	2.4%	0-076	0.2%	76%	False	False	292,477

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	0-012
Narrowest range in 78 trading days

Fibonacci Retracements and Extensions
4.250	124-002
2.618	123-259
1.618	123-221
1.000	123-198
0.618	123-183
HIGH	123-160
0.618	123-145
0.500	123-141
0.382	123-137
LOW	123-122
0.618	123-099
1.000	123-084
1.618	123-061
2.618	123-023
4.250	122-280

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	123-141	123-136
PP	123-136	123-132
S1	123-130	123-129

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

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