ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	130-280	131-125	0-165	0.4%	130-110
High	131-165	131-265	0-100	0.2%	131-265
Low	130-260	131-065	0-125	0.3%	129-260
Close	131-140	131-230	0-090	0.2%	131-230
Range	0-225	0-200	-0-025	-11.1%	2-005
ATR	0-220	0-218	-0-001	-0.6%	0-000
Volume	1,285,748	1,036,064	-249,684	-19.4%	5,749,264

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-147	133-068	132-020
R3	132-267	132-188	131-285
R2	132-067	132-067	131-267
R1	131-308	131-308	131-248	132-028
PP	131-187	131-187	131-187	131-206
S1	131-108	131-108	131-212	131-148
S2	130-307	130-307	131-193
S3	130-107	130-228	131-175
S4	129-227	130-028	131-120

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-053	136-147	132-265
R3	135-048	134-142	132-087
R2	133-043	133-043	132-028
R1	132-137	132-137	131-289	132-250
PP	131-038	131-038	131-038	131-095
S1	130-132	130-132	131-171	130-245
S2	129-033	129-033	131-112
S3	127-028	128-127	131-053
S4	125-023	126-122	130-195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-265	129-260	2-005	1.5%	0-247	0.6%	95%	True	False	1,149,852
10	131-265	129-260	2-005	1.5%	0-232	0.5%	95%	True	False	1,054,327
20	131-265	129-260	2-005	1.5%	0-204	0.5%	95%	True	False	861,576
40	131-265	128-200	3-065	2.4%	0-215	0.5%	97%	True	False	783,963
60	131-265	128-150	3-115	2.6%	0-220	0.5%	97%	True	False	558,737
80	131-265	126-070	5-195	4.3%	0-211	0.5%	98%	True	False	419,354
100	131-265	126-070	5-195	4.3%	0-181	0.4%	98%	True	False	335,571

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	0-046
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-155
2.618	133-149
1.618	132-269
1.000	132-145
0.618	132-069
HIGH	131-265
0.618	131-189
0.500	131-165
0.382	131-141
LOW	131-065
0.618	130-261
1.000	130-185
1.618	130-061
2.618	129-181
4.250	128-175

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	131-208	131-142
PP	131-187	131-055
S1	131-165	130-288

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

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