ECBOT 10 Year T-Note Future June 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	131-100	131-005	-0-095	-0.2%	130-170
High	131-150	131-005	-0-145	-0.3%	131-000
Low	130-230	130-100	-0-130	-0.3%	130-030
Close	130-305	130-170	-0-135	-0.3%	130-300
Range	0-240	0-225	-0-015	-6.3%	0-290
ATR	0-175	0-178	0-004	2.1%	0-000
Volume	1,456,845	1,225,534	-231,311	-15.9%	495,494

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-233	132-107	130-294
R3	132-008	131-202	130-232
R2	131-103	131-103	130-211
R1	130-297	130-297	130-191	130-248
PP	130-198	130-198	130-198	130-174
S1	130-072	130-072	130-149	130-022
S2	129-293	129-293	130-129
S3	129-068	129-167	130-108
S4	128-163	128-262	130-046

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-127	133-023	131-140
R3	132-157	132-053	131-060
R2	131-187	131-187	131-033
R1	131-083	131-083	131-007	131-135
PP	130-217	130-217	130-217	130-242
S1	130-113	130-113	130-273	130-165
S2	129-247	129-247	130-247
S3	128-277	129-143	130-220
S4	127-307	128-173	130-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-195	130-100	1-095	1.0%	0-174	0.4%	17%	False	True	1,060,463
10	131-195	130-030	1-165	1.2%	0-186	0.4%	29%	False	False	551,158
20	132-050	130-030	2-020	1.6%	0-176	0.4%	21%	False	False	279,784
40	132-050	129-160	2-210	2.0%	0-153	0.4%	39%	False	False	140,444

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-001
2.618	132-274
1.618	132-049
1.000	131-230
0.618	131-144
HIGH	131-005
0.618	130-239
0.500	130-212
0.382	130-186
LOW	130-100
0.618	129-281
1.000	129-195
1.618	129-056
2.618	128-151
4.250	127-104

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	130-212	130-308
PP	130-198	130-262
S1	130-184	130-216

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

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