ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	129-315	128-280	-1-035	-0.9%	131-045
High	130-010	129-005	-1-005	-0.8%	131-165
Low	128-200	128-070	-0-130	-0.3%	130-170
Close	128-245	128-270	0-025	0.1%	130-230
Range	1-130	0-255	-0-195	-43.3%	0-315
ATR	0-198	0-202	0-004	2.1%	0-000
Volume	1,738,099	1,485,581	-252,518	-14.5%	4,149,351

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	131-027	130-243	129-090
R3	130-092	129-308	129-020
R2	129-157	129-157	128-317
R1	129-053	129-053	128-293	128-298
PP	128-222	128-222	128-222	128-184
S1	128-118	128-118	128-247	128-042
S2	127-287	127-287	128-223
S3	127-032	127-183	128-200
S4	126-097	126-248	128-130

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	131-045	128-070	2-295	2.3%	0-252	0.6%	21%	False	True	1,189,330
10	131-165	128-070	3-095	2.6%	0-208	0.5%	19%	False	True	996,447
20	131-195	128-070	3-125	2.6%	0-197	0.5%	18%	False	True	773,802
40	132-050	128-070	3-300	3.1%	0-184	0.4%	16%	False	True	389,499

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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-129
2.618	131-033
1.618	130-098
1.000	129-260
0.618	129-163
HIGH	129-005
0.618	128-228
0.500	128-198
0.382	128-167
LOW	128-070
0.618	127-232
1.000	127-135
1.618	126-297
2.618	126-042
4.250	124-266

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	128-246	129-162
PP	128-222	129-092
S1	128-198	129-021

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

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