ECBOT 5 Year T-Note Future September 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	119-105	119-195	0-090	0.2%	119-040
High	119-285	119-217	-0-068	-0.2%	119-285
Low	119-100	119-137	0-037	0.1%	118-257
Close	119-177	119-197	0-020	0.1%	119-177
Range	0-185	0-080	-0-105	-56.8%	1-028
ATR	0-113	0-111	-0-002	-2.1%	0-000
Volume	678,619	453,532	-225,087	-33.2%	2,571,059

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	120-104	120-070	119-241
R3	120-024	119-310	119-219
R2	119-264	119-264	119-212
R1	119-230	119-230	119-204	119-247
PP	119-184	119-184	119-184	119-192
S1	119-150	119-150	119-190	119-167
S2	119-104	119-104	119-182
S3	119-024	119-070	119-175
S4	118-264	118-310	119-153

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	122-217	122-065	120-048
R3	121-189	121-037	119-273
R2	120-161	120-161	119-241
R1	120-009	120-009	119-209	120-085
PP	119-133	119-133	119-133	119-171
S1	118-301	118-301	119-145	119-057
S2	118-105	118-105	119-113
S3	117-077	117-273	119-081
S4	116-049	116-245	118-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-285	118-257	1-028	0.9%	0-141	0.4%	75%	False	False	604,918
10	119-285	118-070	1-215	1.4%	0-126	0.3%	84%	False	False	489,133
20	119-285	117-150	2-135	2.0%	0-121	0.3%	89%	False	False	254,642
40	119-285	115-050	4-235	4.0%	0-069	0.2%	94%	False	False	127,942

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	120-237
2.618	120-106
1.618	120-026
1.000	119-297
0.618	119-266
HIGH	119-217
0.618	119-186
0.500	119-177
0.382	119-168
LOW	119-137
0.618	119-088
1.000	119-057
1.618	119-008
2.618	118-248
4.250	118-117

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	119-190	119-194
PP	119-184	119-191
S1	119-177	119-188

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

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