ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	130-305	131-140	0-155	0.4%	131-065
High	131-170	131-190	0-020	0.0%	131-285
Low	130-280	131-055	0-095	0.2%	130-215
Close	131-125	131-065	-0-060	-0.1%	131-125
Range	0-210	0-135	-0-075	-35.7%	1-070
ATR	0-192	0-188	-0-004	-2.1%	0-000
Volume	98,726	39,691	-59,035	-59.8%	4,132,503

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-188	132-102	131-139
R3	132-053	131-287	131-102
R2	131-238	131-238	131-090
R1	131-152	131-152	131-077	131-128
PP	131-103	131-103	131-103	131-091
S1	131-017	131-017	131-053	130-312
S2	130-288	130-288	131-040
S3	130-153	130-202	131-028
S4	130-018	130-067	130-311

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-312	134-128	132-020
R3	133-242	133-058	131-232
R2	132-172	132-172	131-196
R1	131-308	131-308	131-161	132-080
PP	131-102	131-102	131-102	131-148
S1	130-238	130-238	131-089	131-010
S2	130-032	130-032	131-054
S3	128-282	129-168	131-018
S4	127-212	128-098	130-230

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%	0-184	0.4%	44%	False	False	468,492
10	131-285	130-120	1-165	1.2%	0-175	0.4%	55%	False	False	838,233
20	131-285	130-120	1-165	1.2%	0-180	0.4%	55%	False	False	898,127
40	132-110	129-260	2-170	1.9%	0-194	0.5%	55%	False	False	942,667
60	132-110	129-035	3-075	2.5%	0-198	0.5%	65%	False	False	830,649
80	132-110	128-200	3-230	2.8%	0-206	0.5%	69%	False	False	709,360
100	132-110	126-070	6-040	4.7%	0-207	0.5%	81%	False	False	567,929
120	132-110	126-070	6-040	4.7%	0-189	0.4%	81%	False	False	473,364

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	0-036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-124
2.618	132-223
1.618	132-088
1.000	132-005
0.618	131-273
HIGH	131-190
0.618	131-138
0.500	131-122
0.382	131-107
LOW	131-055
0.618	130-292
1.000	130-240
1.618	130-157
2.618	130-022
4.250	129-121

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	131-122	131-058
PP	131-103	131-050
S1	131-084	131-042

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

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