ECBOT 5 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	119-015	119-080	0-065	0.2%	118-312
High	119-152	119-142	-0-010	0.0%	119-152
Low	118-302	119-057	0-075	0.2%	118-220
Close	119-062	119-130	0-068	0.2%	119-062
Range	0-170	0-085	-0-085	-50.0%	0-252
ATR	0-136	0-133	-0-004	-2.7%	0-000
Volume	709,504	409,954	-299,550	-42.2%	3,009,897

Daily Pivots for day following 16-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-045	120-012	119-177
R3	119-280	119-247	119-153
R2	119-195	119-195	119-146
R1	119-162	119-162	119-138	119-178
PP	119-110	119-110	119-110	119-118
S1	119-077	119-077	119-122	119-094
S2	119-025	119-025	119-114
S3	118-260	118-312	119-107
S4	118-175	118-227	119-083

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-154	121-040	119-201
R3	120-222	120-108	119-131
R2	119-290	119-290	119-108
R1	119-176	119-176	119-085	119-233
PP	119-038	119-038	119-038	119-066
S1	118-244	118-244	119-039	118-301
S2	118-106	118-106	119-016
S3	117-174	117-312	118-313
S4	116-242	117-060	118-243

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-152	118-220	0-252	0.7%	0-130	0.3%	91%	False	False	583,703
10	119-152	118-127	1-025	0.9%	0-127	0.3%	94%	False	False	615,670
20	119-152	117-100	2-052	1.8%	0-121	0.3%	97%	False	False	567,231
40	119-152	116-047	3-105	2.8%	0-133	0.3%	98%	False	False	568,594
60	119-152	115-220	3-252	3.2%	0-149	0.4%	98%	False	False	583,103
80	119-152	115-040	4-112	3.6%	0-137	0.4%	98%	False	False	440,142

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	0-037
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	120-183
2.618	120-045
1.618	119-280
1.000	119-227
0.618	119-195
HIGH	119-142
0.618	119-110
0.500	119-100
0.382	119-089
LOW	119-057
0.618	119-004
1.000	118-292
1.618	118-239
2.618	118-154
4.250	118-016

Fisher Pivots for day following 16-May-2011
Pivot	1 day	3 day
R1	119-120	119-106
PP	119-110	119-083
S1	119-100	119-060

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

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