ECBOT 5 Year T-Note Future December 2011

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Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary Previous Current 29-Jun-2011 30-Jun-2011 Change Change % Previous Week Open 118-120 118-020 -0-100 -0.3% 118-270 High 118-120 118-020 -0-100 -0.3% 119-200 Low 118-120 118-020 -0-100 -0.3% 118-250 Close 118-120 118-020 -0-100 -0.3% 119-200 Range ATR 0-074 0-075 0-002 2.6% 0-000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 30-Jun-2011 Classic Woodie Camarilla DeMark R4 118-020 118-020 118-020 R3 118-020 118-020 118-020 R2 118-020 118-020 118-020 R1 118-020 118-020 118-020 118-020 PP 118-020 118-020 118-020 118-020 S1 118-020 118-020 118-020 118-020 S2 118-020 118-020 118-020 S3 118-020 118-020 118-020 S4 118-020 118-020 118-020	Weekly Pivots for week ending 24-Jun-2011 Classic Woodie Camarilla DeMark R4 121-280 121-190 120-028 R3 121-010 120-240 119-274 R2 120-060 120-060 119-250 R1 119-290 119-290 119-225 120-015 PP 119-110 119-110 119-110 119-132 S1 119-020 119-020 119-175 119-065 S2 118-160 118-160 119-150 S3 117-210 118-070 119-126 S4 116-260 117-120 119-052
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 119-200 118-020 1-180 1.3% 0-000 0.0% 0% False True 1 10 119-200 118-020 1-180 1.3% 0-000 0.0% 0% False True 1
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0-000	Fibonacci Retracements and Extensions 4.250 118-020 2.618 118-020 1.618 118-020 1.000 118-020 0.618 118-020 HIGH 118-020 0.618 118-020 0.500 118-020 0.382 118-020 LOW 118-020 0.618 118-020 1.000 118-020 1.618 118-020 2.618 118-020 4.250 118-020
Fisher Pivots for day following 30-Jun-2011 Pivot 1 day 3 day R1 118-020 118-190 PP 118-020 118-133 S1 118-020 118-077

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