ECBOT 10 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 17-Jun-2011

Day Change Summary
	Previous	Current
	16-Jun-2011	17-Jun-2011	Change	Change %	Previous Week
Open	125-025	125-120	0-095	0.2%	124-310
High	125-265	125-165	-0-100	-0.2%	125-265
Low	125-005	125-010	0-005	0.0%	123-300
Close	125-185	125-120	-0-065	-0.2%	125-120
Range	0-260	0-155	-0-105	-40.4%	1-285
ATR	0-226	0-222	-0-004	-1.6%	0-000
Volume	27,998	18,502	-9,496	-33.9%	88,457

Daily Pivots for day following 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-243	126-177	125-205
R3	126-088	126-022	125-163
R2	125-253	125-253	125-148
R1	125-187	125-187	125-134	125-198
PP	125-098	125-098	125-098	125-104
S1	125-032	125-032	125-106	125-042
S2	124-263	124-263	125-092
S3	124-108	124-197	125-077
S4	123-273	124-042	125-035

Weekly Pivots for week ending 17-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	130-230	129-300	126-133
R3	128-265	128-015	125-286
R2	126-300	126-300	125-231
R1	126-050	126-050	125-175	126-175
PP	125-015	125-015	125-015	125-078
S1	124-085	124-085	125-065	124-210
S2	123-050	123-050	125-009
S3	121-085	122-120	124-274
S4	119-120	120-155	124-107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-265	123-300	1-285	1.5%	0-253	0.6%	76%	False	False	17,691
10	125-265	123-300	1-285	1.5%	0-226	0.6%	76%	False	False	24,341
20	125-265	122-165	3-100	2.6%	0-212	0.5%	86%	False	False	526,402
40	125-265	119-240	6-025	4.8%	0-202	0.5%	93%	False	False	792,153
60	125-265	117-295	7-290	6.3%	0-204	0.5%	94%	False	False	876,584
80	125-265	117-180	8-085	6.6%	0-220	0.5%	95%	False	False	957,969
100	125-265	116-040	9-225	7.7%	0-223	0.6%	95%	False	False	772,090

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	0-032
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	127-184
2.618	126-251
1.618	126-096
1.000	126-000
0.618	125-261
HIGH	125-165
0.618	125-106
0.500	125-088
0.382	125-069
LOW	125-010
0.618	124-234
1.000	124-175
1.618	124-079
2.618	123-244
4.250	122-311

Fisher Pivots for day following 17-Jun-2011
Pivot	1 day	3 day
R1	125-109	125-072
PP	125-098	125-025
S1	125-088	124-298

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

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