ECBOT 10 Year T-Note Future December 2011

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Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary Previous Current 15-Mar-2011 16-Mar-2011 Change Change % Previous Week Open 118-010 118-300 0-290 0.8% 116-140 High 118-010 118-300 0-290 0.8% 117-140 Low 118-010 118-300 0-290 0.8% 116-050 Close 118-010 118-300 0-290 0.8% 117-120 Range ATR 0-122 0-134 0-012 9.8% 0-000 Volume 2 2 0 0.0% 10
Daily Pivots for day following 16-Mar-2011 Classic Woodie Camarilla DeMark R4 118-300 118-300 118-300 R3 118-300 118-300 118-300 R2 118-300 118-300 118-300 R1 118-300 118-300 118-300 118-300 PP 118-300 118-300 118-300 118-300 S1 118-300 118-300 118-300 118-300 S2 118-300 118-300 118-300 S3 118-300 118-300 118-300 S4 118-300 118-300 118-300	Weekly Pivots for week ending 11-Mar-2011 Classic Woodie Camarilla DeMark R4 120-267 120-123 118-026 R3 119-177 119-033 117-233 R2 118-087 118-087 117-195 R1 117-263 117-263 117-158 118-015 PP 116-317 116-317 116-317 117-032 S1 116-173 116-173 117-082 116-245 S2 115-227 115-227 117-045 S3 114-137 115-083 117-007 S4 113-047 113-313 116-214
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 118-300 117-120 1-180 1.3% 0-000 0.0% 100% True False 2 10 118-300 115-210 3-090 2.8% 0-000 0.0% 100% True False 2 20 118-300 114-300 4-000 3.4% 0-000 0.0% 100% True False 2
Crabel Price Patterns NR False 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 0-000	Fibonacci Retracements and Extensions 4.250 118-300 2.618 118-300 1.618 118-300 1.000 118-300 0.618 118-300 HIGH 118-300 0.618 118-300 0.500 118-300 0.382 118-300 LOW 118-300 0.618 118-300 1.000 118-300 1.618 118-300 2.618 118-300 4.250 118-300
Fisher Pivots for day following 16-Mar-2011 Pivot 1 day 3 day R1 118-300 118-243 PP 118-300 118-187 S1 118-300 118-130

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