ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	131-035	131-095	0-060	0.1%	131-175
High	131-130	131-185	0-055	0.1%	131-260
Low	130-285	131-030	0-065	0.2%	130-180
Close	131-040	131-170	0-130	0.3%	131-125
Range	0-165	0-155	-0-010	-6.1%	1-080
ATR	0-201	0-197	-0-003	-1.6%	0-000
Volume	771,958	1,010,180	238,222	30.9%	4,898,519

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-273	132-217	131-255
R3	132-118	132-062	131-213
R2	131-283	131-283	131-198
R1	131-227	131-227	131-184	131-255
PP	131-128	131-128	131-128	131-142
S1	131-072	131-072	131-156	131-100
S2	130-293	130-293	131-142
S3	130-138	130-237	131-127
S4	129-303	130-082	131-085

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-002	134-143	132-025
R3	133-242	133-063	131-235
R2	132-162	132-162	131-198
R1	131-303	131-303	131-162	131-192
PP	131-082	131-082	131-082	131-026
S1	130-223	130-223	131-088	130-112
S2	130-002	130-002	131-052
S3	128-242	129-143	131-015
S4	127-162	128-063	130-225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-185	130-180	1-005	0.8%	0-169	0.4%	95%	True	False	994,111
10	132-105	130-180	1-245	1.3%	0-179	0.4%	55%	False	False	993,286
20	132-110	129-260	2-170	1.9%	0-202	0.5%	68%	False	False	1,038,154
40	132-110	129-250	2-180	1.9%	0-194	0.5%	68%	False	False	823,157
60	132-110	128-200	3-230	2.8%	0-208	0.5%	78%	False	False	757,215
80	132-110	126-070	6-040	4.7%	0-214	0.5%	87%	False	False	568,799
100	132-110	126-070	6-040	4.7%	0-202	0.5%	87%	False	False	455,218

Crabel Price Patterns
NR	True
NR4	True
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	0-042
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-204
2.618	132-271
1.618	132-116
1.000	132-020
0.618	131-281
HIGH	131-185
0.618	131-126
0.500	131-108
0.382	131-089
LOW	131-030
0.618	130-254
1.000	130-195
1.618	130-099
2.618	129-264
4.250	129-011

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	131-149	131-136
PP	131-128	131-102
S1	131-108	131-068

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

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