ECBOT 10 Year T-Note Future September 2009

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	114-300	113-145	-1-155	-1.3%	116-250
High	115-025	113-260	-1-085	-1.1%	116-280
Low	113-100	112-315	-0-105	-0.3%	113-100
Close	113-130	113-080	-0-050	-0.1%	113-130
Range	1-245	0-265	-0-300	-53.1%	3-180
ATR	1-025	1-019	-0-006	-1.7%	0-000
Volume	733,062	1,129,235	396,173	54.0%	4,330,482

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	115-267	115-118	113-226
R3	115-002	114-173	113-153
R2	114-057	114-057	113-129
R1	113-228	113-228	113-104	113-170
PP	113-112	113-112	113-112	113-082
S1	112-283	112-283	113-056	112-225
S2	112-167	112-167	113-031
S3	111-222	112-018	113-007
S4	110-277	111-073	112-254

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	125-070	122-280	115-117
R3	121-210	119-100	114-124
R2	118-030	118-030	114-019
R1	115-240	115-240	113-234	115-045
PP	114-170	114-170	114-170	114-072
S1	112-060	112-060	113-026	111-185
S2	110-310	110-310	112-241
S3	107-130	108-200	112-136
S4	103-270	105-020	111-143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-120	112-315	3-125	3.0%	1-046	1.0%	8%	False	True	911,947
10	118-020	112-315	5-025	4.5%	1-076	1.1%	5%	False	True	742,176
20	120-150	112-315	7-155	6.6%	1-017	0.9%	4%	False	True	385,789
40	122-060	112-315	9-065	8.1%	0-250	0.7%	3%	False	True	193,673
60	124-110	112-315	11-115	10.0%	0-177	0.5%	2%	False	True	129,116
80	124-110	112-315	11-115	10.0%	0-133	0.4%	2%	False	True	96,837
100	124-110	112-315	11-115	10.0%	0-106	0.3%	2%	False	True	77,470
120	125-240	112-315	12-245	11.3%	0-089	0.2%	2%	False	True	64,559

Crabel Price Patterns
NR	True
NR4	True
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	0-076
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-106
2.618	115-314
1.618	115-049
1.000	114-205
0.618	114-104
HIGH	113-260
0.618	113-159
0.500	113-128
0.382	113-096
LOW	112-315
0.618	112-151
1.000	112-050
1.618	111-206
2.618	110-261
4.250	109-149

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	113-128	114-192
PP	113-112	114-048
S1	113-096	113-224

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

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