ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	130-175	131-000	0-145	0.3%	131-035
High	131-030	131-095	0-065	0.2%	131-245
Low	130-120	130-235	0-115	0.3%	130-190
Close	131-015	131-065	0-050	0.1%	130-295
Range	0-230	0-180	-0-050	-21.7%	1-055
ATR	0-200	0-199	-0-001	-0.7%	0-000
Volume	988,564	1,241,356	252,792	25.6%	4,681,687

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-245	132-175	131-164
R3	132-065	131-315	131-114
R2	131-205	131-205	131-098
R1	131-135	131-135	131-082	131-170
PP	131-025	131-025	131-025	131-042
S1	130-275	130-275	131-048	130-310
S2	130-165	130-165	131-032
S3	129-305	130-095	131-016
S4	129-125	129-235	130-286

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-195	133-300	131-181
R3	133-140	132-245	131-078
R2	132-085	132-085	131-044
R1	131-190	131-190	131-009	131-110
PP	131-030	131-030	131-030	130-310
S1	130-135	130-135	130-261	130-055
S2	129-295	129-295	130-226
S3	128-240	129-080	130-192
S4	127-185	128-025	130-089

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-235	130-120	1-115	1.0%	0-201	0.5%	61%	False	False	1,025,320
10	131-245	130-120	1-125	1.1%	0-192	0.5%	60%	False	False	1,014,822
20	132-110	130-120	1-310	1.5%	0-189	0.4%	42%	False	False	1,019,710
40	132-110	129-250	2-180	2.0%	0-194	0.5%	55%	False	False	894,522
60	132-110	128-200	3-230	2.8%	0-208	0.5%	69%	False	False	847,782
80	132-110	126-120	5-310	4.5%	0-216	0.5%	81%	False	False	645,091
100	132-110	126-070	6-040	4.7%	0-205	0.5%	81%	False	False	516,208
120	132-110	126-070	6-040	4.7%	0-179	0.4%	81%	False	False	430,245

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 2 trading days

Fibonacci Retracements and Extensions
4.250	133-220
2.618	132-246
1.618	132-066
1.000	131-275
0.618	131-206
HIGH	131-095
0.618	131-026
0.500	131-005
0.382	130-304
LOW	130-235
0.618	130-124
1.000	130-055
1.618	129-264
2.618	129-084
4.250	128-110

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	131-045	131-026
PP	131-025	130-307
S1	131-005	130-268

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

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