ECBOT 10 Year T-Note Future March 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	131-095	131-050	-0-045	-0.1%	131-140
High	131-095	131-140	0-045	0.1%	131-250
Low	130-255	131-020	0-085	0.2%	130-255
Close	131-020	131-025	0-005	0.0%	131-020
Range	0-160	0-120	-0-040	-25.0%	0-315
ATR	0-177	0-173	-0-004	-2.3%	0-000
Volume	13,991	10,548	-3,443	-24.6%	127,592

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-102	132-023	131-091
R3	131-302	131-223	131-058
R2	131-182	131-182	131-047
R1	131-103	131-103	131-036	131-082
PP	131-062	131-062	131-062	131-051
S1	130-303	130-303	131-014	130-282
S2	130-262	130-262	131-003
S3	130-142	130-183	130-312
S4	130-022	130-063	130-279

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-053	133-192	131-193
R3	133-058	132-197	131-107
R2	132-063	132-063	131-078
R1	131-202	131-202	131-049	131-135
PP	131-068	131-068	131-068	131-035
S1	130-207	130-207	130-311	130-140
S2	130-073	130-073	130-282
S3	129-078	129-212	130-253
S4	128-083	128-217	130-167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-250	130-255	0-315	0.8%	0-139	0.3%	29%	False	False	19,689
10	131-285	130-215	1-070	0.9%	0-162	0.4%	33%	False	False	244,091
20	131-285	130-120	1-165	1.2%	0-170	0.4%	46%	False	False	658,123
40	132-110	129-260	2-170	1.9%	0-189	0.4%	50%	False	False	847,209
60	132-110	129-250	2-180	2.0%	0-187	0.4%	51%	False	False	765,562
80	132-110	128-200	3-230	2.8%	0-198	0.5%	66%	False	False	710,308
100	132-110	126-070	6-040	4.7%	0-204	0.5%	79%	False	False	568,864
120	132-110	126-070	6-040	4.7%	0-194	0.5%	79%	False	False	474,184

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-010
2.618	132-134
1.618	132-014
1.000	131-260
0.618	131-214
HIGH	131-140
0.618	131-094
0.500	131-080
0.382	131-066
LOW	131-020
0.618	130-266
1.000	130-220
1.618	130-146
2.618	130-026
4.250	129-150

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	131-080	131-055
PP	131-062	131-045
S1	131-043	131-035

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

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