ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	131-190	131-030	-0-160	-0.4%	131-230
High	131-220	131-070	-0-150	-0.4%	132-110
Low	130-305	130-280	-0-025	-0.1%	131-095
Close	131-050	131-030	-0-020	0.0%	131-105
Range	0-235	0-110	-0-125	-53.2%	1-015
ATR	0-208	0-201	-0-007	-3.4%	0-000
Volume	1,016,415	929,954	-86,461	-8.5%	5,284,120

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-030	131-300	131-090
R3	131-240	131-190	131-060
R2	131-130	131-130	131-050
R1	131-080	131-080	131-040	131-085
PP	131-020	131-020	131-020	131-022
S1	130-290	130-290	131-020	130-295
S2	130-230	130-230	131-010
S3	130-120	130-180	131-000
S4	130-010	130-070	130-290

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	132-105	130-280	1-145	1.1%	0-188	0.4%	15%	False	True	979,359
10	132-110	130-260	1-170	1.2%	0-186	0.4%	18%	False	False	1,024,598
20	132-110	129-260	2-170	1.9%	0-204	0.5%	51%	False	False	1,011,178
40	132-110	129-210	2-220	2.1%	0-197	0.5%	53%	False	False	797,940
60	132-110	128-200	3-230	2.8%	0-209	0.5%	66%	False	False	690,193
80	132-110	126-070	6-040	4.7%	0-214	0.5%	80%	False	False	518,329
100	132-110	126-070	6-040	4.7%	0-196	0.5%	80%	False	False	414,812

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-042
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	132-218
2.618	132-038
1.618	131-248
1.000	131-180
0.618	131-138
HIGH	131-070
0.618	131-028
0.500	131-015
0.382	131-002
LOW	130-280
0.618	130-212
1.000	130-170
1.618	130-102
2.618	129-312
4.250	129-132

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	131-025	131-110
PP	131-020	131-083
S1	131-015	131-057

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

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