ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	122-140	122-185	0-045	0.1%	122-210
High	122-205	122-285	0-080	0.2%	123-055
Low	121-305	122-165	0-180	0.5%	121-305
Close	122-195	122-260	0-065	0.2%	122-260
Range	0-220	0-120	-0-100	-45.5%	1-070
ATR	0-206	0-200	-0-006	-3.0%	0-000
Volume	1,584,153	1,042,624	-541,529	-34.2%	5,975,455

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-277	123-228	123-006
R3	123-157	123-108	122-293
R2	123-037	123-037	122-282
R1	122-308	122-308	122-271	123-012
PP	122-237	122-237	122-237	122-249
S1	122-188	122-188	122-249	122-212
S2	122-117	122-117	122-238
S3	121-317	122-068	122-227
S4	121-197	121-268	122-194

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-097	125-248	123-154
R3	125-027	124-178	123-047
R2	123-277	123-277	123-012
R1	123-108	123-108	122-296	123-192
PP	122-207	122-207	122-207	122-249
S1	122-038	122-038	122-224	122-122
S2	121-137	121-137	122-188
S3	120-067	120-288	122-153
S4	118-317	119-218	122-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-055	121-305	1-070	1.0%	0-183	0.5%	71%	False	False	1,195,091
10	123-055	121-235	1-140	1.2%	0-198	0.5%	75%	False	False	1,183,797
20	123-055	119-300	3-075	2.6%	0-190	0.5%	89%	False	False	1,077,052
40	123-055	117-295	5-080	4.3%	0-197	0.5%	93%	False	False	1,051,600
60	123-055	117-180	5-195	4.6%	0-222	0.6%	94%	False	False	1,108,998
80	123-055	116-040	7-015	5.7%	0-225	0.6%	95%	False	False	846,509

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	124-155
2.618	123-279
1.618	123-159
1.000	123-085
0.618	123-039
HIGH	122-285
0.618	122-239
0.500	122-225
0.382	122-211
LOW	122-165
0.618	122-091
1.000	122-045
1.618	121-291
2.618	121-171
4.250	120-295

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	122-248	122-233
PP	122-237	122-207
S1	122-225	122-180

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

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