ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 25-May-2011

Day Change Summary
	Previous	Current
	24-May-2011	25-May-2011	Change	Change %	Previous Week
Open	123-005	123-040	0-035	0.1%	122-210
High	123-060	123-105	0-045	0.1%	123-055
Low	122-240	123-005	0-085	0.2%	121-305
Close	123-025	123-045	0-020	0.1%	122-260
Range	0-140	0-100	-0-040	-28.6%	1-070
ATR	0-195	0-188	-0-007	-3.5%	0-000
Volume	1,251,316	1,591,751	340,435	27.2%	5,975,455

Daily Pivots for day following 25-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	124-032	123-298	123-100
R3	123-252	123-198	123-072
R2	123-152	123-152	123-063
R1	123-098	123-098	123-054	123-125
PP	123-052	123-052	123-052	123-065
S1	122-318	122-318	123-036	123-025
S2	122-272	122-272	123-027
S3	122-172	122-218	123-018
S4	122-072	122-118	122-310

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	123-130	121-305	1-145	1.2%	0-150	0.4%	82%	False	False	1,332,856
10	123-130	121-305	1-145	1.2%	0-182	0.5%	82%	False	False	1,271,566
20	123-130	120-155	2-295	2.4%	0-185	0.5%	91%	False	False	1,161,849
40	123-130	117-295	5-155	4.5%	0-193	0.5%	95%	False	False	1,082,325
60	123-130	117-180	5-270	4.7%	0-220	0.6%	95%	False	False	1,122,136
80	123-130	116-040	7-090	5.9%	0-221	0.6%	96%	False	False	896,874

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	124-210
2.618	124-047
1.618	123-267
1.000	123-205
0.618	123-167
HIGH	123-105
0.618	123-067
0.500	123-055
0.382	123-043
LOW	123-005
0.618	122-263
1.000	122-225
1.618	122-163
2.618	122-063
4.250	121-220

Fisher Pivots for day following 25-May-2011
Pivot	1 day	3 day
R1	123-055	123-038
PP	123-052	123-032
S1	123-048	123-025

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

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