ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	131-195	131-210	0-015	0.0%	131-185
High	131-260	131-250	-0-010	0.0%	131-290
Low	131-135	131-145	0-010	0.0%	131-095
Close	131-245	131-215	-0-030	-0.1%	131-215
Range	0-125	0-105	-0-020	-16.0%	0-195
ATR	0-207	0-199	-0-007	-3.5%	0-000
Volume	979,928	696,774	-283,154	-28.9%	4,357,463

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	132-198	132-152	131-273
R3	132-093	132-047	131-244
R2	131-308	131-308	131-234
R1	131-262	131-262	131-225	131-285
PP	131-203	131-203	131-203	131-215
S1	131-157	131-157	131-205	131-180
S2	131-098	131-098	131-196
S3	130-313	131-052	131-186
S4	130-208	130-267	131-157

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-145	133-055	132-002
R3	132-270	132-180	131-269
R2	132-075	132-075	131-251
R1	131-305	131-305	131-233	132-030
PP	131-200	131-200	131-200	131-222
S1	131-110	131-110	131-197	131-155
S2	131-005	131-005	131-179
S3	130-130	130-235	131-161
S4	129-255	130-040	131-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-290	131-095	0-195	0.5%	0-129	0.3%	62%	False	False	871,492
10	131-290	130-285	1-005	0.8%	0-152	0.4%	77%	False	False	937,911
20	131-290	128-180	3-110	2.5%	0-197	0.5%	93%	False	False	999,105
40	131-290	127-230	4-060	3.2%	0-204	0.5%	94%	False	False	1,026,652
60	132-050	127-230	4-140	3.4%	0-191	0.5%	89%	False	False	689,609
80	132-050	127-230	4-140	3.4%	0-173	0.4%	89%	False	False	517,270

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	133-056
2.618	132-205
1.618	132-100
1.000	132-035
0.618	131-315
HIGH	131-250
0.618	131-210
0.500	131-198
0.382	131-185
LOW	131-145
0.618	131-080
1.000	131-040
1.618	130-295
2.618	130-190
4.250	130-019

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	131-209	131-202
PP	131-203	131-190
S1	131-198	131-178

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

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