ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	123-070	123-032	-0-038	-0.1%	123-152
High	123-080	123-035	-0-045	-0.1%	123-180
Low	123-030	122-235	-0-115	-0.3%	123-025
Close	123-030	122-257	-0-093	-0.2%	123-050
Range	0-050	0-120	0-070	140.0%	0-155
ATR	0-078	0-081	0-003	3.8%	0-000
Volume	8,306	9,717	1,411	17.0%	86,958

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-002	123-250	123-003
R3	123-202	123-130	122-290
R2	123-082	123-082	122-279
R1	123-010	123-010	122-268	122-306
PP	122-282	122-282	122-282	122-270
S1	122-210	122-210	122-246	122-186
S2	122-162	122-162	122-235
S3	122-042	122-090	122-224
S4	121-242	121-290	122-191

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	123-160	122-235	0-245	0.6%	0-065	0.2%	9%	False	True	10,147
10	123-180	122-235	0-265	0.7%	0-079	0.2%	8%	False	True	59,133
20	123-230	122-235	0-315	0.8%	0-081	0.2%	7%	False	True	352,780
40	124-037	122-235	1-122	1.1%	0-083	0.2%	5%	False	True	401,386
60	124-037	122-167	1-190	1.3%	0-085	0.2%	18%	False	False	371,422
80	124-037	122-090	1-267	1.5%	0-088	0.2%	28%	False	False	365,496
100	124-037	121-030	3-007	2.5%	0-079	0.2%	57%	False	False	292,856

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	124-225
2.618	124-029
1.618	123-229
1.000	123-155
0.618	123-109
HIGH	123-035
0.618	122-309
0.500	122-295
0.382	122-281
LOW	122-235
0.618	122-161
1.000	122-115
1.618	122-041
2.618	121-241
4.250	121-045

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	122-295	122-318
PP	122-282	122-298
S1	122-270	122-278

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

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