ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	131-000	131-025	0-025	0.1%	130-255
High	131-095	131-090	-0-005	0.0%	131-095
Low	130-235	131-000	0-085	0.2%	130-120
Close	131-065	131-060	-0-005	0.0%	131-060
Range	0-180	0-090	-0-090	-50.0%	0-295
ATR	0-199	0-191	-0-008	-3.9%	0-000
Volume	1,241,356	1,002,066	-239,290	-19.3%	4,210,141

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-000	131-280	131-110
R3	131-230	131-190	131-085
R2	131-140	131-140	131-076
R1	131-100	131-100	131-068	131-120
PP	131-050	131-050	131-050	131-060
S1	131-010	131-010	131-052	131-030
S2	130-280	130-280	131-044
S3	130-190	130-240	131-035
S4	130-100	130-150	131-010

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-230	133-120	131-222
R3	132-255	132-145	131-141
R2	131-280	131-280	131-114
R1	131-170	131-170	131-087	131-225
PP	130-305	130-305	130-305	131-012
S1	130-195	130-195	131-033	130-250
S2	130-010	130-010	131-006
S3	129-035	129-220	130-299
S4	128-060	128-245	130-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-095	130-120	0-295	0.7%	0-161	0.4%	88%	False	False	1,007,184
10	131-245	130-120	1-125	1.1%	0-180	0.4%	58%	False	False	988,805
20	132-110	130-120	1-310	1.5%	0-182	0.4%	41%	False	False	1,005,526
40	132-110	129-260	2-170	1.9%	0-194	0.5%	54%	False	False	915,454
60	132-110	128-200	3-230	2.8%	0-204	0.5%	69%	False	False	858,283
80	132-110	127-070	5-040	3.9%	0-213	0.5%	77%	False	False	657,566
100	132-110	126-070	6-040	4.7%	0-205	0.5%	81%	False	False	526,228
120	132-110	126-070	6-040	4.7%	0-180	0.4%	81%	False	False	438,596

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 84 trading days

Fibonacci Retracements and Extensions
4.250	132-152
2.618	132-006
1.618	131-236
1.000	131-180
0.618	131-146
HIGH	131-090
0.618	131-056
0.500	131-045
0.382	131-034
LOW	131-000
0.618	130-264
1.000	130-230
1.618	130-174
2.618	130-084
4.250	129-258

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	131-055	131-022
PP	131-050	130-305
S1	131-045	130-268

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

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