ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	131-055	131-225	0-170	0.4%	131-065
High	131-250	131-225	-0-025	-0.1%	131-285
Low	131-045	131-140	0-095	0.2%	130-215
Close	131-230	131-165	-0-065	-0.2%	131-125
Range	0-205	0-085	-0-120	-58.5%	1-070
ATR	0-189	0-182	-0-007	-3.7%	0-000
Volume	28,606	29,934	1,328	4.6%	4,132,503

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-112	132-063	131-212
R3	132-027	131-298	131-188
R2	131-262	131-262	131-181
R1	131-213	131-213	131-173	131-195
PP	131-177	131-177	131-177	131-168
S1	131-128	131-128	131-157	131-110
S2	131-092	131-092	131-149
S3	131-007	131-043	131-142
S4	130-242	130-278	131-118

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	131-250	130-215	1-035	0.8%	0-169	0.4%	76%	False	False	72,695
10	131-285	130-215	1-070	0.9%	0-166	0.4%	69%	False	False	647,415
20	131-285	130-120	1-165	1.2%	0-176	0.4%	75%	False	False	815,549
40	132-110	129-260	2-170	1.9%	0-190	0.5%	67%	False	False	908,248
60	132-110	129-210	2-220	2.0%	0-192	0.5%	69%	False	False	801,149
80	132-110	128-200	3-230	2.8%	0-203	0.5%	78%	False	False	709,968
100	132-110	126-070	6-040	4.7%	0-207	0.5%	86%	False	False	568,509
120	132-110	126-070	6-040	4.7%	0-191	0.5%	86%	False	False	473,852

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 92 trading days

Fibonacci Retracements and Extensions
4.250	132-266
2.618	132-128
1.618	132-043
1.000	131-310
0.618	131-278
HIGH	131-225
0.618	131-193
0.500	131-182
0.382	131-172
LOW	131-140
0.618	131-087
1.000	131-055
1.618	131-002
2.618	130-237
4.250	130-099

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	131-182	131-159
PP	131-177	131-153
S1	131-171	131-148

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

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