ECBOT 10 Year T-Note Future June 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	130-270	131-135	0-185	0.4%	130-295
High	131-165	131-135	-0-030	-0.1%	131-195
Low	130-255	131-045	0-110	0.3%	130-100
Close	131-135	131-070	-0-065	-0.2%	131-030
Range	0-230	0-090	-0-140	-60.9%	1-095
ATR	0-182	0-176	-0-007	-3.6%	0-000
Volume	891,675	772,941	-118,734	-13.3%	5,810,628

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-033	131-302	131-120
R3	131-263	131-212	131-095
R2	131-173	131-173	131-086
R1	131-122	131-122	131-078	131-102
PP	131-083	131-083	131-083	131-074
S1	131-032	131-032	131-062	131-012
S2	130-313	130-313	131-054
S3	130-223	130-262	131-045
S4	130-133	130-172	131-020

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	134-287	134-093	131-258
R3	133-192	132-318	131-144
R2	132-097	132-097	131-106
R1	131-223	131-223	131-068	132-000
PP	131-002	131-002	131-002	131-050
S1	130-128	130-128	130-312	130-225
S2	129-227	129-227	130-274
S3	128-132	129-033	130-236
S4	127-037	127-258	130-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-165	130-100	1-065	0.9%	0-181	0.4%	75%	False	False	892,917
10	131-195	130-100	1-095	1.0%	0-172	0.4%	70%	False	False	864,535
20	131-195	130-030	1-165	1.2%	0-175	0.4%	74%	False	False	440,252
40	132-050	129-160	2-210	2.0%	0-165	0.4%	65%	False	False	221,417

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 8 trading days

Fibonacci Retracements and Extensions
4.250	132-198
2.618	132-051
1.618	131-281
1.000	131-225
0.618	131-191
HIGH	131-135
0.618	131-101
0.500	131-090
0.382	131-079
LOW	131-045
0.618	130-309
1.000	130-275
1.618	130-219
2.618	130-129
4.250	129-302

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	131-090	131-063
PP	131-083	131-057
S1	131-077	131-050

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

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