ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 11-May-2012

Day Change Summary
	Previous	Current
	10-May-2012	11-May-2012	Change	Change %	Previous Week
Open	132-300	133-000	0-020	0.0%	132-250
High	133-010	133-045	0-035	0.1%	133-085
Low	132-175	132-280	0-105	0.2%	132-175
Close	132-250	133-025	0-095	0.2%	133-025
Range	0-155	0-085	-0-070	-45.2%	0-230
ATR	0-174	0-170	-0-004	-2.4%	0-000
Volume	1,158,761	766,078	-392,683	-33.9%	4,753,909

Daily Pivots for day following 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-265	133-230	133-072
R3	133-180	133-145	133-048
R2	133-095	133-095	133-041
R1	133-060	133-060	133-033	133-078
PP	133-010	133-010	133-010	133-019
S1	132-295	132-295	133-017	132-312
S2	132-245	132-245	133-009
S3	132-160	132-210	133-002
S4	132-075	132-125	132-298

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-038	134-262	133-152
R3	134-128	134-032	133-088
R2	133-218	133-218	133-067
R1	133-122	133-122	133-046	133-170
PP	132-308	132-308	132-308	133-012
S1	132-212	132-212	133-004	132-260
S2	132-078	132-078	132-303
S3	131-168	131-302	132-282
S4	130-258	131-072	132-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-085	132-175	0-230	0.5%	0-139	0.3%	74%	False	False	950,781
10	133-085	131-275	1-130	1.1%	0-150	0.4%	87%	False	False	914,983
20	133-085	131-060	2-025	1.6%	0-149	0.3%	91%	False	False	922,038
40	133-085	127-230	5-175	4.2%	0-188	0.4%	97%	False	False	997,065
60	133-085	127-230	5-175	4.2%	0-191	0.4%	97%	False	False	922,644
80	133-085	127-230	5-175	4.2%	0-186	0.4%	97%	False	False	693,282

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-041
Narrowest range in 69 trading days

Fibonacci Retracements and Extensions
4.250	134-086
2.618	133-268
1.618	133-183
1.000	133-130
0.618	133-098
HIGH	133-045
0.618	133-013
0.500	133-002
0.382	132-312
LOW	132-280
0.618	132-227
1.000	132-195
1.618	132-142
2.618	132-057
4.250	131-239

Fisher Pivots for day following 11-May-2012
Pivot	1 day	3 day
R1	133-018	133-007
PP	133-010	132-308
S1	133-002	132-290

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

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