ECBOT 10 Year T-Note Future June 2009

Trading Metrics calculated at close of trading on 02-Jun-2009

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	118-115	117-080	-1-035	-0.9%	119-050
High	118-145	117-195	-0-270	-0.7%	119-185
Low	116-280	116-265	-0-015	0.0%	116-300
Close	117-015	117-075	0-060	0.2%	118-200
Range	1-185	0-250	-0-255	-50.5%	2-205
ATR	1-025	1-018	-0-007	-2.0%	0-000
Volume	319,268	96,154	-223,114	-69.9%	4,635,762

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	119-182	119-058	117-212
R3	118-252	118-128	117-144
R2	118-002	118-002	117-121
R1	117-198	117-198	117-098	117-135
PP	117-072	117-072	117-072	117-040
S1	116-268	116-268	117-052	116-205
S2	116-142	116-142	117-029
S3	115-212	116-018	117-006
S4	114-282	115-088	116-258

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	126-097	125-033	120-025
R3	123-212	122-148	119-112
R2	121-007	121-007	119-035
R1	119-263	119-263	118-277	119-032
PP	118-122	118-122	118-122	118-006
S1	117-058	117-058	118-123	116-148
S2	115-237	115-237	118-045
S3	113-032	114-173	117-288
S4	110-147	111-288	117-055

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-240	116-265	1-295	1.6%	1-072	1.0%	21%	False	True	875,507
10	121-110	116-265	4-165	3.9%	1-044	1.0%	9%	False	True	805,047
20	122-020	116-265	5-075	4.5%	1-000	0.9%	8%	False	True	691,382
40	123-275	116-265	7-010	6.0%	0-294	0.8%	6%	False	True	624,975
60	126-040	116-265	9-095	7.9%	1-006	0.9%	4%	False	True	631,541
80	126-040	116-265	9-095	7.9%	1-025	0.9%	4%	False	True	537,278
100	126-040	116-265	9-095	7.9%	1-032	0.9%	4%	False	True	430,271

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	0-090
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120-298
2.618	119-210
1.618	118-280
1.000	118-125
0.618	118-030
HIGH	117-195
0.618	117-100
0.500	117-070
0.382	117-040
LOW	116-265
0.618	116-110
1.000	116-015
1.618	115-180
2.618	114-250
4.250	113-162

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	117-073	117-252
PP	117-072	117-193
S1	117-070	117-134

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

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