ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	128-185	127-295	-0-210	-0.5%	130-240
High	128-290	128-130	-0-160	-0.4%	131-045
Low	127-265	127-230	-0-035	-0.1%	128-030
Close	127-305	127-295	-0-010	0.0%	128-195
Range	1-025	0-220	-0-125	-36.2%	3-015
ATR	0-216	0-216	0-000	0.1%	0-000
Volume	1,193,063	1,136,167	-56,896	-4.8%	6,220,257

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	130-025	129-220	128-096
R3	129-125	129-000	128-036
R2	128-225	128-225	128-015
R1	128-100	128-100	127-315	128-085
PP	128-005	128-005	128-005	127-318
S1	127-200	127-200	127-275	127-185
S2	127-105	127-105	127-255
S3	126-205	126-300	127-234
S4	125-305	126-080	127-174

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-135	136-180	130-091
R3	135-120	133-165	129-143
R2	132-105	132-105	129-054
R1	130-150	130-150	128-284	129-280
PP	129-090	129-090	129-090	128-315
S1	127-135	127-135	128-106	126-265
S2	126-075	126-075	128-016
S3	123-060	124-120	127-247
S4	120-045	121-105	126-299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-010	127-230	2-100	1.8%	0-305	0.7%	9%	False	True	1,358,987
10	131-135	127-230	3-225	2.9%	0-231	0.6%	5%	False	True	1,106,961
20	131-195	127-230	3-285	3.0%	0-208	0.5%	5%	False	True	949,609
40	132-050	127-230	4-140	3.5%	0-190	0.5%	5%	False	True	478,768

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-034
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	131-105
2.618	130-066
1.618	129-166
1.000	129-030
0.618	128-266
HIGH	128-130
0.618	128-046
0.500	128-020
0.382	127-314
LOW	127-230
0.618	127-094
1.000	127-010
1.618	126-194
2.618	125-294
4.250	124-255

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	128-020	128-100
PP	128-005	128-058
S1	127-310	128-017

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

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