ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	130-240	130-235	-0-005	0.0%	131-045
High	131-045	130-255	-0-110	-0.3%	131-165
Low	130-225	129-305	-0-240	-0.6%	130-170
Close	130-240	130-040	-0-200	-0.5%	130-230
Range	0-140	0-270	0-130	92.9%	0-315
ATR	0-169	0-176	0-007	4.3%	0-000
Volume	567,625	1,186,926	619,301	109.1%	4,149,351

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-263	132-102	130-188
R3	131-313	131-152	130-114
R2	131-043	131-043	130-090
R1	130-202	130-202	130-065	130-148
PP	130-093	130-093	130-093	130-066
S1	129-252	129-252	130-015	129-198
S2	129-143	129-143	129-310
S3	128-193	128-302	129-286
S4	127-243	128-032	129-212

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-280	133-090	131-083
R3	132-285	132-095	130-317
R2	131-290	131-290	130-288
R1	131-100	131-100	130-259	131-038
PP	130-295	130-295	130-295	130-264
S1	130-105	130-105	130-201	130-042
S2	129-300	129-300	130-172
S3	128-305	129-110	130-143
S4	127-310	128-115	130-057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-135	129-305	1-150	1.1%	0-157	0.4%	12%	False	True	854,936
10	131-165	129-305	1-180	1.2%	0-184	0.4%	11%	False	True	942,317
20	131-195	129-305	1-210	1.3%	0-177	0.4%	10%	False	True	613,319
40	132-050	129-160	2-210	2.0%	0-169	0.4%	24%	False	False	308,922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	134-122
2.618	133-002
1.618	132-052
1.000	131-205
0.618	131-102
HIGH	130-255
0.618	130-152
0.500	130-120
0.382	130-088
LOW	129-305
0.618	129-138
1.000	129-035
1.618	128-188
2.618	127-238
4.250	126-118

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	130-120	130-175
PP	130-093	130-130
S1	130-067	130-085

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

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