ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 09-Mar-2012

Day Change Summary
	Previous	Current
	08-Mar-2012	09-Mar-2012	Change	Change %	Previous Week
Open	123-130	123-077	-0-053	-0.1%	123-152
High	123-132	123-082	-0-050	-0.1%	123-180
Low	123-070	123-025	-0-045	-0.1%	123-025
Close	123-085	123-050	-0-035	-0.1%	123-050
Range	0-062	0-057	-0-005	-8.1%	0-155
ATR	0-082	0-081	-0-002	-1.9%	0-000
Volume	10,881	8,992	-1,889	-17.4%	86,958

Daily Pivots for day following 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-223	123-194	123-081
R3	123-166	123-137	123-066
R2	123-109	123-109	123-060
R1	123-080	123-080	123-055	123-066
PP	123-052	123-052	123-052	123-046
S1	123-023	123-023	123-045	123-009
S2	122-315	122-315	123-040
S3	122-258	122-286	123-034
S4	122-201	122-229	123-019

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-230	124-135	123-135
R3	124-075	123-300	123-093
R2	123-240	123-240	123-078
R1	123-145	123-145	123-064	123-115
PP	123-085	123-085	123-085	123-070
S1	122-310	122-310	123-036	122-280
S2	122-250	122-250	123-022
S3	122-095	122-155	123-007
S4	121-260	122-000	122-285

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-180	123-025	0-155	0.4%	0-063	0.2%	16%	False	True	17,391
10	123-190	123-025	0-165	0.4%	0-078	0.2%	15%	False	True	263,792
20	123-230	123-007	0-223	0.6%	0-080	0.2%	19%	False	False	389,242
40	124-037	122-315	1-042	0.9%	0-083	0.2%	15%	False	False	421,807
60	124-037	122-167	1-190	1.3%	0-084	0.2%	40%	False	False	384,137
80	124-037	122-090	1-267	1.5%	0-087	0.2%	48%	False	False	365,327
100	124-037	121-030	3-007	2.5%	0-077	0.2%	68%	False	False	292,676

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-004
2.618	123-231
1.618	123-174
1.000	123-139
0.618	123-117
HIGH	123-082
0.618	123-060
0.500	123-054
0.382	123-047
LOW	123-025
0.618	122-310
1.000	122-288
1.618	122-253
2.618	122-196
4.250	122-103

Fisher Pivots for day following 09-Mar-2012
Pivot	1 day	3 day
R1	123-054	123-092
PP	123-052	123-078
S1	123-051	123-064

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

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