ECBOT 5 Year T-Note Future June 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	120-147	120-227	0-080	0.2%	120-062
High	120-310	120-250	-0-060	-0.2%	120-310
Low	120-145	120-175	0-030	0.1%	119-300
Close	120-212	120-235	0-023	0.1%	120-212
Range	0-165	0-075	-0-090	-54.5%	1-010
ATR	0-130	0-126	-0-004	-3.0%	0-000
Volume	59,010	35,031	-23,979	-40.6%	1,041,834

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	121-125	121-095	120-276
R3	121-050	121-020	120-256
R2	120-295	120-295	120-249
R1	120-265	120-265	120-242	120-280
PP	120-220	120-220	120-220	120-228
S1	120-190	120-190	120-228	120-205
S2	120-145	120-145	120-221
S3	120-070	120-115	120-214
S4	119-315	120-040	120-194

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	123-197	123-055	121-074
R3	122-187	122-045	120-303
R2	121-177	121-177	120-272
R1	121-035	121-035	120-242	121-106
PP	120-167	120-167	120-167	120-203
S1	120-025	120-025	120-182	120-096
S2	119-157	119-157	120-152
S3	118-147	119-015	120-121
S4	117-137	118-005	120-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-310	119-300	1-010	0.9%	0-134	0.3%	77%	False	False	215,373
10	120-310	119-117	1-193	1.3%	0-119	0.3%	85%	False	False	545,932
20	120-310	118-220	2-090	1.9%	0-123	0.3%	90%	False	False	581,520
40	120-310	116-065	4-245	3.9%	0-126	0.3%	95%	False	False	568,740
60	120-310	116-047	4-263	4.0%	0-140	0.4%	95%	False	False	592,908
80	120-310	115-060	5-250	4.8%	0-143	0.4%	96%	False	False	542,141
100	120-310	115-040	5-270	4.8%	0-127	0.3%	96%	False	False	434,243

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	0-024
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-249
2.618	121-126
1.618	121-051
1.000	121-005
0.618	120-296
HIGH	120-250
0.618	120-221
0.500	120-212
0.382	120-204
LOW	120-175
0.618	120-129
1.000	120-100
1.618	120-054
2.618	119-299
4.250	119-176

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	120-228	120-230
PP	120-220	120-225
S1	120-212	120-220

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

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