ECBOT 5 Year T-Note Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Apr-2012 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Apr-2012 | 09-Apr-2012 | Change | Change % | Previous Week |  
                        | Open | 122-177 | 123-080 | 0-223 | 0.6% | 122-160 |  
                        | High | 122-287 | 123-092 | 0-125 | 0.3% | 122-287 |  
                        | Low | 122-157 | 123-037 | 0-200 | 0.5% | 122-047 |  
                        | Close | 122-227 | 123-055 | 0-148 | 0.4% | 122-227 |  
                        | Range | 0-130 | 0-055 | -0-075 | -57.7% | 0-240 |  
                        | ATR | 0-123 | 0-127 | 0-004 | 3.6% | 0-000 |  
                        | Volume | 443,450 | 311,462 | -131,988 | -29.8% | 1,965,906 |  | 
    
| 
        
            | Daily Pivots for day following 09-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 123-226 | 123-196 | 123-085 |  |  
                | R3 | 123-171 | 123-141 | 123-070 |  |  
                | R2 | 123-116 | 123-116 | 123-065 |  |  
                | R1 | 123-086 | 123-086 | 123-060 | 123-074 |  
                | PP | 123-061 | 123-061 | 123-061 | 123-055 |  
                | S1 | 123-031 | 123-031 | 123-050 | 123-018 |  
                | S2 | 123-006 | 123-006 | 123-045 |  |  
                | S3 | 122-271 | 122-296 | 123-040 |  |  
                | S4 | 122-216 | 122-241 | 123-025 |  |  | 
        
            | Weekly Pivots for week ending 06-Apr-2012 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 124-267 | 124-167 | 123-039 |  |  
                | R3 | 124-027 | 123-247 | 122-293 |  |  
                | R2 | 123-107 | 123-107 | 122-271 |  |  
                | R1 | 123-007 | 123-007 | 122-249 | 123-057 |  
                | PP | 122-187 | 122-187 | 122-187 | 122-212 |  
                | S1 | 122-087 | 122-087 | 122-205 | 122-137 |  
                | S2 | 121-267 | 121-267 | 122-183 |  |  
                | S3 | 121-027 | 121-167 | 122-161 |  |  
                | S4 | 120-107 | 120-247 | 122-095 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 123-092 | 122-047 | 1-045 | 0.9% | 0-132 | 0.3% | 90% | True | False | 455,473 |  
                | 10 | 123-092 | 121-292 | 1-120 | 1.1% | 0-121 | 0.3% | 92% | True | False | 461,235 |  
                | 20 | 123-092 | 121-135 | 1-277 | 1.5% | 0-132 | 0.3% | 94% | True | False | 513,090 |  
                | 40 | 123-190 | 121-135 | 2-055 | 1.8% | 0-109 | 0.3% | 81% | False | False | 404,370 |  
                | 60 | 124-000 | 121-135 | 2-185 | 2.1% | 0-088 | 0.2% | 68% | False | False | 269,812 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 124-006 |  
            | 2.618 | 123-236 |  
            | 1.618 | 123-181 |  
            | 1.000 | 123-147 |  
            | 0.618 | 123-126 |  
            | HIGH | 123-092 |  
            | 0.618 | 123-071 |  
            | 0.500 | 123-064 |  
            | 0.382 | 123-058 |  
            | LOW | 123-037 |  
            | 0.618 | 123-003 |  
            | 1.000 | 122-302 |  
            | 1.618 | 122-268 |  
            | 2.618 | 122-213 |  
            | 4.250 | 122-123 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Apr-2012 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 123-064 | 123-006 |  
                                | PP | 123-061 | 122-278 |  
                                | S1 | 123-058 | 122-230 |  |