ECBOT 5 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	122-207	122-052	-0-155	-0.4%	123-152
High	122-207	122-115	-0-092	-0.2%	123-180
Low	122-025	121-282	-0-063	-0.2%	123-025
Close	122-045	122-092	0-047	0.1%	123-050
Range	0-182	0-153	-0-029	-15.9%	0-155
ATR	0-092	0-096	0-004	4.7%	0-000
Volume	6,946	5,947	-999	-14.4%	86,958

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-195	123-137	122-176
R3	123-042	122-304	122-134
R2	122-209	122-209	122-120
R1	122-151	122-151	122-106	122-180
PP	122-056	122-056	122-056	122-071
S1	121-318	121-318	122-078	122-027
S2	121-223	121-223	122-064
S3	121-070	121-165	122-050
S4	120-237	121-012	122-008

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	123-082	121-282	1-120	1.1%	0-112	0.3%	30%	False	True	7,981
10	123-180	121-282	1-218	1.4%	0-092	0.2%	24%	False	True	18,102
20	123-230	121-282	1-268	1.5%	0-091	0.2%	22%	False	True	308,610
40	124-037	121-282	2-075	1.8%	0-088	0.2%	18%	False	True	382,455
60	124-037	121-282	2-075	1.8%	0-087	0.2%	18%	False	True	360,229
80	124-037	121-282	2-075	1.8%	0-091	0.2%	18%	False	True	365,512
100	124-037	121-030	3-007	2.5%	0-082	0.2%	40%	False	False	292,984

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-125
2.618	123-196
1.618	123-043
1.000	122-268
0.618	122-210
HIGH	122-115
0.618	122-057
0.500	122-038
0.382	122-020
LOW	121-282
0.618	121-187
1.000	121-129
1.618	121-034
2.618	120-201
4.250	119-272

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	122-074	122-158
PP	122-056	122-136
S1	122-038	122-114

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

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