ECBOT 5 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	118-042	118-005	-0-037	-0.1%	117-135
High	118-057	118-060	0-003	0.0%	118-000
Low	117-257	117-295	0-038	0.1%	116-277
Close	118-005	118-022	0-017	0.0%	117-312
Range	0-120	0-085	-0-035	-29.2%	1-043
ATR	0-185	0-178	-0-007	-3.9%	0-000
Volume	29,723	19,620	-10,103	-34.0%	421,290

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-274	118-233	118-069
R3	118-189	118-148	118-045
R2	118-104	118-104	118-038
R1	118-063	118-063	118-030	118-084
PP	118-019	118-019	118-019	118-029
S1	117-298	117-298	118-014	117-318
S2	117-254	117-254	118-006
S3	117-169	117-213	117-319
S4	117-084	117-128	117-295

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-005	120-202	118-192
R3	119-282	119-159	118-092
R2	118-239	118-239	118-059
R1	118-116	118-116	118-025	118-178
PP	117-196	117-196	117-196	117-227
S1	117-073	117-073	117-279	117-134
S2	116-153	116-153	117-245
S3	115-110	116-030	117-212
S4	114-067	114-307	117-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-060	116-277	1-103	1.1%	0-153	0.4%	91%	True	False	50,236
10	118-155	116-277	1-198	1.4%	0-177	0.5%	74%	False	False	433,819
20	118-155	116-117	2-038	1.8%	0-177	0.5%	80%	False	False	526,766
40	118-155	114-210	3-265	3.2%	0-175	0.5%	89%	False	False	524,953
60	118-155	113-280	4-195	3.9%	0-154	0.4%	91%	False	False	491,867
80	118-155	113-280	4-195	3.9%	0-144	0.4%	91%	False	False	439,314

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	119-101
2.618	118-283
1.618	118-198
1.000	118-145
0.618	118-113
HIGH	118-060
0.618	118-028
0.500	118-018
0.382	118-007
LOW	117-295
0.618	117-242
1.000	117-210
1.618	117-157
2.618	117-072
4.250	116-254

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	118-020	117-300
PP	118-019	117-257
S1	118-018	117-215

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

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