ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 16-May-2011

Day Change Summary
	Previous	Current
	13-May-2011	16-May-2011	Change	Change %	Previous Week
Open	122-060	122-210	0-150	0.4%	122-055
High	122-310	122-260	-0-050	-0.1%	122-310
Low	122-020	122-130	0-110	0.3%	121-235
Close	122-160	122-240	0-080	0.2%	122-160
Range	0-290	0-130	-0-160	-55.2%	1-075
ATR	0-208	0-203	-0-006	-2.7%	0-000
Volume	1,406,660	780,622	-626,038	-44.5%	5,862,523

Daily Pivots for day following 16-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-280	123-230	122-312
R3	123-150	123-100	122-276
R2	123-020	123-020	122-264
R1	122-290	122-290	122-252	122-315
PP	122-210	122-210	122-210	122-222
S1	122-160	122-160	122-228	122-185
S2	122-080	122-080	122-216
S3	121-270	122-030	122-204
S4	121-140	121-220	122-168

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-033	125-172	123-057
R3	124-278	124-097	122-269
R2	123-203	123-203	122-232
R1	123-022	123-022	122-196	123-112
PP	122-128	122-128	122-128	122-174
S1	121-267	121-267	122-124	122-038
S2	121-053	121-053	122-088
S3	119-298	120-192	122-051
S4	118-223	119-117	121-263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-310	121-235	1-075	1.0%	0-207	0.5%	82%	False	False	1,133,770
10	122-310	121-065	1-245	1.4%	0-198	0.5%	88%	False	False	1,146,479
20	122-310	119-165	3-145	2.8%	0-184	0.5%	94%	False	False	1,005,519
40	122-310	117-295	5-015	4.1%	0-200	0.5%	96%	False	False	1,027,658
60	122-310	117-060	5-250	4.7%	0-224	0.6%	96%	False	False	1,039,025
80	122-310	116-040	6-270	5.6%	0-225	0.6%	97%	False	False	781,636

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	124-172
2.618	123-280
1.618	123-150
1.000	123-070
0.618	123-020
HIGH	122-260
0.618	122-210
0.500	122-195
0.382	122-180
LOW	122-130
0.618	122-050
1.000	122-000
1.618	121-240
2.618	121-110
4.250	120-218

Fisher Pivots for day following 16-May-2011
Pivot	1 day	3 day
R1	122-225	122-212
PP	122-210	122-185
S1	122-195	122-158

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

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