ECBOT 5 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	117-140	117-070	-0-070	-0.2%	116-200
High	117-150	117-100	-0-050	-0.1%	117-090
Low	117-050	117-010	-0-040	-0.1%	116-020
Close	117-100	117-090	-0-010	0.0%	117-080
Range	0-100	0-090	-0-010	-10.0%	1-070
ATR	0-167	0-162	-0-006	-3.3%	0-000
Volume	398,913	386,226	-12,687	-3.2%	1,869,206

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-017	117-303	117-140
R3	117-247	117-213	117-115
R2	117-157	117-157	117-106
R1	117-123	117-123	117-098	117-140
PP	117-067	117-067	117-067	117-075
S1	117-033	117-033	117-082	117-050
S2	116-297	116-297	117-074
S3	116-207	116-263	117-065
S4	116-117	116-173	117-040

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-167	120-033	117-294
R3	119-097	118-283	117-187
R2	118-027	118-027	117-152
R1	117-213	117-213	117-116	117-280
PP	116-277	116-277	116-277	116-310
S1	116-143	116-143	117-044	116-210
S2	115-207	115-207	117-008
S3	114-137	115-073	116-293
S4	113-067	114-003	116-186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-150	116-020	1-130	1.2%	0-158	0.4%	87%	False	False	473,510
10	117-150	116-020	1-130	1.2%	0-178	0.5%	87%	False	False	475,771
20	117-220	115-140	2-080	1.9%	0-170	0.5%	82%	False	False	257,980
40	117-220	113-190	4-030	3.5%	0-122	0.3%	90%	False	False	129,829

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	118-162
2.618	118-016
1.618	117-246
1.000	117-190
0.618	117-156
HIGH	117-100
0.618	117-066
0.500	117-055
0.382	117-044
LOW	117-010
0.618	116-274
1.000	116-240
1.618	116-184
2.618	116-094
4.250	115-268

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	117-078	117-087
PP	117-067	117-083
S1	117-055	117-080

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

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