ECBOT 10 Year T-Note Future September 2011

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	123-085	123-175	0-090	0.2%	123-120
High	123-260	123-230	-0-030	-0.1%	124-005
Low	123-065	123-040	-0-025	-0.1%	122-290
Close	123-165	123-110	-0-055	-0.1%	123-165
Range	0-195	0-190	-0-005	-2.6%	1-035
ATR	0-202	0-201	-0-001	-0.4%	0-000
Volume	1,052,409	979,956	-72,453	-6.9%	6,110,921

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	125-057	124-273	123-214
R3	124-187	124-083	123-162
R2	123-317	123-317	123-145
R1	123-213	123-213	123-127	123-170
PP	123-127	123-127	123-127	123-105
S1	123-023	123-023	123-093	122-300
S2	122-257	122-257	123-075
S3	122-067	122-153	123-058
S4	121-197	121-283	123-006

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	126-258	126-087	124-040
R3	125-223	125-052	123-263
R2	124-188	124-188	123-230
R1	124-017	124-017	123-198	124-102
PP	123-153	123-153	123-153	123-196
S1	122-302	122-302	123-132	123-068
S2	122-118	122-118	123-100
S3	121-083	121-267	123-067
S4	120-048	120-232	122-290

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-005	122-290	1-035	0.9%	0-218	0.6%	39%	False	False	1,232,481
10	124-005	122-045	1-280	1.5%	0-226	0.6%	64%	False	False	1,241,267
20	124-005	120-180	3-145	2.8%	0-200	0.5%	81%	False	False	758,672
40	124-005	118-000	6-005	4.9%	0-177	0.4%	89%	False	False	381,416
60	124-005	116-020	7-305	6.4%	0-153	0.4%	92%	False	False	254,372
80	124-005	116-020	7-305	6.4%	0-122	0.3%	92%	False	False	190,780

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	126-078
2.618	125-087
1.618	124-217
1.000	124-100
0.618	124-027
HIGH	123-230
0.618	123-157
0.500	123-135
0.382	123-113
LOW	123-040
0.618	122-243
1.000	122-170
1.618	122-053
2.618	121-183
4.250	120-192

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	123-135	123-182
PP	123-127	123-158
S1	123-118	123-134

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

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