ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	132-055	131-175	-0-200	-0.5%	131-230
High	132-105	131-260	-0-165	-0.4%	132-110
Low	131-095	131-115	0-020	0.0%	131-095
Close	131-105	131-215	0-110	0.3%	131-105
Range	1-010	0-145	-0-185	-56.1%	1-015
ATR	0-210	0-206	-0-004	-1.9%	0-000
Volume	1,314,991	693,683	-621,308	-47.2%	5,284,120

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-312	132-248	131-295
R3	132-167	132-103	131-255
R2	132-022	132-022	131-242
R1	131-278	131-278	131-228	131-310
PP	131-197	131-197	131-197	131-212
S1	131-133	131-133	131-202	131-165
S2	131-052	131-052	131-188
S3	130-227	130-308	131-175
S4	130-082	130-163	131-135

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-255	134-035	131-289
R3	133-240	133-020	131-197
R2	132-225	132-225	131-166
R1	132-005	132-005	131-136	131-268
PP	131-210	131-210	131-210	131-181
S1	130-310	130-310	131-074	130-252
S2	130-195	130-195	131-044
S3	129-180	129-295	131-013
S4	128-165	128-280	130-241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-110	131-095	1-015	0.8%	0-184	0.4%	36%	False	False	1,019,645
10	132-110	129-275	2-155	1.9%	0-208	0.5%	73%	False	False	1,078,584
20	132-110	129-260	2-170	1.9%	0-202	0.5%	73%	False	False	976,112
40	132-110	129-125	2-305	2.2%	0-203	0.5%	77%	False	False	793,497
60	132-110	128-200	3-230	2.8%	0-214	0.5%	82%	False	False	657,959
80	132-110	126-070	6-040	4.7%	0-214	0.5%	89%	False	False	494,050
100	132-110	126-070	6-040	4.7%	0-192	0.5%	89%	False	False	395,349

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-236
2.618	133-000
1.618	132-175
1.000	132-085
0.618	132-030
HIGH	131-260
0.618	131-205
0.500	131-188
0.382	131-170
LOW	131-115
0.618	131-025
1.000	130-290
1.618	130-200
2.618	130-055
4.250	129-139

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	131-206	131-260
PP	131-197	131-245
S1	131-188	131-230

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

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