ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	123-077	123-070	-0-007	0.0%	123-152
High	123-082	123-080	-0-002	0.0%	123-180
Low	123-025	123-030	0-005	0.0%	123-025
Close	123-050	123-030	-0-020	-0.1%	123-050
Range	0-057	0-050	-0-007	-12.3%	0-155
ATR	0-081	0-078	-0-002	-2.7%	0-000
Volume	8,992	8,306	-686	-7.6%	86,958

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-197	123-163	123-058
R3	123-147	123-113	123-044
R2	123-097	123-097	123-039
R1	123-063	123-063	123-035	123-055
PP	123-047	123-047	123-047	123-042
S1	123-013	123-013	123-025	123-005
S2	122-317	122-317	123-021
S3	122-267	122-283	123-016
S4	122-217	122-233	123-002

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%	0-059	0.1%	3%	False	False	12,865
10	123-190	123-025	0-165	0.4%	0-072	0.2%	3%	False	False	155,125
20	123-230	123-007	0-223	0.6%	0-078	0.2%	10%	False	False	368,530
40	124-037	122-315	1-042	0.9%	0-083	0.2%	10%	False	False	412,297
60	124-037	122-167	1-190	1.3%	0-083	0.2%	36%	False	False	378,075
80	124-037	122-090	1-267	1.5%	0-087	0.2%	44%	False	False	365,428
100	124-037	121-030	3-007	2.5%	0-078	0.2%	66%	False	False	292,759

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-292
2.618	123-211
1.618	123-161
1.000	123-130
0.618	123-111
HIGH	123-080
0.618	123-061
0.500	123-055
0.382	123-049
LOW	123-030
0.618	122-319
1.000	122-300
1.618	122-269
2.618	122-219
4.250	122-138

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	123-055	123-078
PP	123-047	123-062
S1	123-038	123-046

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

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