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If you are pulled over by police in Massachusetts, you have no obligation to participate in a field sobriety test. 

According to the Supreme Judicial Court’s ruling in Commonwealth v. McGrail :

[I]n Massachusetts, a driver is under no legal obligation to submit to field sobriety tests even if requested to do so.

Moreover, your refusal to submitted to a field sobriety test cannot be used against you at trial. 

Again, quoting the SJC in McGrail:

Because the defendant was not required to perform the tests, it would be unsound to allow the Commonwealth to use evidence of the defendant’s refusal against him at trial…[A]llowing such refusal evidence to be admissible at trial would compel defendants to choose between two equally unattractive alternatives: take the test and perhaps produce potentially incriminating real evidence; refuse and have adverse testimonial evidence used against him at trial. As a result, we conclude that the refusal evidence should not have been admitted since its use violated the defendant’s privilege against self-incrimination secured by art. 12.