ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	132-030	132-045	0-015	0.0%	131-230
High	132-170	132-120	-0-050	-0.1%	132-170
Low	131-300	132-000	0-020	0.0%	131-060
Close	132-050	132-090	0-040	0.1%	132-050
Range	0-190	0-120	-0-070	-36.8%	1-110
ATR	0-191	0-186	-0-005	-2.6%	0-000
Volume	968,279	629,196	-339,083	-35.0%	4,933,467

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	133-110	133-060	132-156
R3	132-310	132-260	132-123
R2	132-190	132-190	132-112
R1	132-140	132-140	132-101	132-165
PP	132-070	132-070	132-070	132-082
S1	132-020	132-020	132-079	132-045
S2	131-270	131-270	132-068
S3	131-150	131-220	132-057
S4	131-030	131-100	132-024

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-317	135-133	132-286
R3	134-207	134-023	132-168
R2	133-097	133-097	132-129
R1	132-233	132-233	132-089	133-005
PP	131-307	131-307	131-307	132-032
S1	131-123	131-123	132-011	131-215
S2	130-197	130-197	131-291
S3	129-087	130-013	131-252
S4	127-297	128-223	131-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-170	131-060	1-110	1.0%	0-163	0.4%	81%	False	False	953,415
10	132-170	131-060	1-110	1.0%	0-146	0.3%	81%	False	False	893,586
20	132-170	128-245	3-245	2.8%	0-182	0.4%	93%	False	False	979,832
40	132-170	127-230	4-260	3.6%	0-200	0.5%	95%	False	False	1,012,239
60	132-170	127-230	4-260	3.6%	0-195	0.5%	95%	False	False	781,955
80	132-170	127-230	4-260	3.6%	0-179	0.4%	95%	False	False	586,801

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-042
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133-310
2.618	133-114
1.618	132-314
1.000	132-240
0.618	132-194
HIGH	132-120
0.618	132-074
0.500	132-060
0.382	132-046
LOW	132-000
0.618	131-246
1.000	131-200
1.618	131-126
2.618	131-006
4.250	130-130

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	132-080	132-067
PP	132-070	132-043
S1	132-060	132-020

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

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