ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	131-190	131-105	-0-085	-0.2%	130-255
High	131-245	131-105	-0-140	-0.3%	131-095
Low	131-010	130-215	-0-115	-0.3%	130-120
Close	131-085	130-285	-0-120	-0.3%	131-060
Range	0-235	0-210	-0-025	-10.6%	0-295
ATR	0-189	0-191	0-001	0.8%	0-000
Volume	461,075	166,522	-294,553	-63.9%	4,210,141

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-298	132-182	131-080
R3	132-088	131-292	131-023
R2	131-198	131-198	131-004
R1	131-082	131-082	130-304	131-035
PP	130-308	130-308	130-308	130-285
S1	130-192	130-192	130-266	130-145
S2	130-098	130-098	130-246
S3	129-208	129-302	130-227
S4	128-318	129-092	130-170

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	131-285	130-215	1-070	0.9%	0-169	0.4%	18%	False	True	1,007,168
10	131-285	130-120	1-165	1.2%	0-185	0.4%	34%	False	False	1,016,244
20	132-105	130-120	1-305	1.5%	0-185	0.4%	26%	False	False	1,004,043
40	132-110	129-260	2-170	1.9%	0-194	0.5%	43%	False	False	980,701
60	132-110	129-035	3-075	2.5%	0-198	0.5%	55%	False	False	852,921
80	132-110	128-200	3-230	2.8%	0-207	0.5%	61%	False	False	707,809
100	132-110	126-070	6-040	4.7%	0-207	0.5%	76%	False	False	566,562
120	132-110	126-070	6-040	4.7%	0-186	0.4%	76%	False	False	472,211

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-038
2.618	133-015
1.618	132-125
1.000	131-315
0.618	131-235
HIGH	131-105
0.618	131-025
0.500	131-000
0.382	130-295
LOW	130-215
0.618	130-085
1.000	130-005
1.618	129-195
2.618	128-305
4.250	127-282

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	131-000	131-090
PP	130-308	131-048
S1	130-297	131-007

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

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