ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 11-May-2010

Day Change Summary
	Previous	Current
	10-May-2010	11-May-2010	Change	Change %	Previous Week
Open	119-100	118-290	-0-130	-0.3%	117-260
High	119-100	119-180	0-080	0.2%	121-015
Low	118-120	118-225	0-105	0.3%	117-140
Close	118-300	119-005	0-025	0.1%	119-220
Range	0-300	0-275	-0-025	-8.3%	3-195
ATR	0-296	0-295	-0-002	-0.5%	0-000
Volume	2,093,465	1,339,715	-753,750	-36.0%	6,776,083

Daily Pivots for day following 11-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-215	121-065	119-156
R3	120-260	120-110	119-081
R2	119-305	119-305	119-055
R1	119-155	119-155	119-030	119-230
PP	119-030	119-030	119-030	119-068
S1	118-200	118-200	118-300	118-275
S2	118-075	118-075	118-275
S3	117-120	117-245	118-249
S4	116-165	116-290	118-174

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	130-070	128-180	121-215
R3	126-195	124-305	120-218
R2	123-000	123-000	120-112
R1	121-110	121-110	120-006	122-055
PP	119-125	119-125	119-125	119-258
S1	117-235	117-235	119-114	118-180
S2	115-250	115-250	119-008
S3	112-055	114-040	118-222
S4	108-180	110-165	117-225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-015	118-020	2-315	2.5%	1-149	1.2%	32%	False	False	1,692,670
10	121-015	116-290	4-045	3.5%	1-023	0.9%	51%	False	False	1,435,159
20	121-015	116-025	4-310	4.2%	0-274	0.7%	59%	False	False	1,222,918
40	121-015	114-265	6-070	5.2%	0-228	0.6%	67%	False	False	1,043,390
60	121-015	114-265	6-070	5.2%	0-208	0.5%	67%	False	False	879,177
80	121-015	114-265	6-070	5.2%	0-192	0.5%	67%	False	False	660,267
100	121-015	113-180	7-155	6.3%	0-178	0.5%	73%	False	False	528,243

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-068
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-069
2.618	121-260
1.618	120-305
1.000	120-135
0.618	120-030
HIGH	119-180
0.618	119-075
0.500	119-042
0.382	119-010
LOW	118-225
0.618	118-055
1.000	117-270
1.618	117-100
2.618	116-145
4.250	115-016

Fisher Pivots for day following 11-May-2010
Pivot	1 day	3 day
R1	119-042	119-168
PP	119-030	119-113
S1	119-018	119-059

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

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