ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	120-185	120-290	0-105	0.3%	121-020
High	121-100	120-315	-0-105	-0.3%	122-145
Low	120-120	120-085	-0-035	-0.1%	120-045
Close	120-215	120-120	-0-095	-0.2%	120-215
Range	0-300	0-230	-0-070	-23.3%	2-100
ATR	0-302	0-297	-0-005	-1.7%	0-000
Volume	439,517	220,220	-219,297	-49.9%	10,061,335

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-223	122-082	120-246
R3	121-313	121-172	120-183
R2	121-083	121-083	120-162
R1	120-262	120-262	120-141	120-218
PP	120-173	120-173	120-173	120-151
S1	120-032	120-032	120-099	119-308
S2	119-263	119-263	120-078
S3	119-033	119-122	120-057
S4	118-123	118-212	119-314

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-008	126-212	121-302
R3	125-228	124-112	121-098
R2	123-128	123-128	121-031
R1	122-012	122-012	120-283	121-180
PP	121-028	121-028	121-028	120-272
S1	119-232	119-232	120-147	119-080
S2	118-248	118-248	120-079
S3	116-148	117-132	120-012
S4	114-048	115-032	119-128

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-230	120-045	1-185	1.3%	0-284	0.7%	15%	False	False	1,425,101
10	122-145	120-010	2-135	2.0%	0-298	0.8%	14%	False	False	1,584,669
20	122-145	118-020	4-125	3.6%	1-016	0.9%	53%	False	False	1,506,121
40	122-145	115-095	7-050	5.9%	0-270	0.7%	71%	False	False	1,272,522
60	122-145	114-265	7-200	6.3%	0-237	0.6%	73%	False	False	1,117,306
80	122-145	114-265	7-200	6.3%	0-218	0.6%	73%	False	False	930,405
100	122-145	114-050	8-095	6.9%	0-207	0.5%	75%	False	False	744,827
120	122-145	113-180	8-285	7.4%	0-192	0.5%	77%	False	False	620,695

Crabel Price Patterns
NR	True
NR4	False
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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-012
2.618	122-277
1.618	122-047
1.000	121-225
0.618	121-137
HIGH	120-315
0.618	120-227
0.500	120-200
0.382	120-173
LOW	120-085
0.618	119-263
1.000	119-175
1.618	119-033
2.618	118-123
4.250	117-068

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	120-200	120-238
PP	120-173	120-198
S1	120-147	120-159

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

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