ECBOT 10 Year T-Note Future June 2012

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

Day Change Summary
	Previous	Current
	29-May-2012	30-May-2012	Change	Change %	Previous Week
Open	133-240	133-215	-0-025	-0.1%	133-195
High	134-020	134-250	0-230	0.5%	133-285
Low	133-155	133-210	0-055	0.1%	133-040
Close	133-265	134-215	0-270	0.6%	133-245
Range	0-185	1-040	0-175	94.6%	0-245
ATR	0-169	0-182	0-014	8.1%	0-000
Volume	2,368,759	1,538,361	-830,398	-35.1%	6,399,905

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-238	137-107	135-093
R3	136-198	136-067	134-314
R2	135-158	135-158	134-281
R1	135-027	135-027	134-248	135-092
PP	134-118	134-118	134-118	134-151
S1	133-307	133-307	134-182	134-052
S2	133-078	133-078	134-149
S3	132-038	132-267	134-116
S4	130-318	131-227	134-017

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-285	135-190	134-060
R3	135-040	134-265	133-312
R2	134-115	134-115	133-290
R1	134-020	134-020	133-267	134-068
PP	133-190	133-190	133-190	133-214
S1	133-095	133-095	133-223	133-142
S2	132-265	132-265	133-200
S3	132-020	132-170	133-178
S4	131-095	131-245	133-110

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-250	133-105	1-145	1.1%	0-209	0.5%	92%	True	False	1,661,332
10	134-250	133-005	1-245	1.3%	0-182	0.4%	94%	True	False	1,411,957
20	134-250	131-275	2-295	2.2%	0-167	0.4%	96%	True	False	1,204,778
40	134-250	128-245	6-005	4.5%	0-172	0.4%	98%	True	False	1,087,225
60	134-250	127-230	7-020	5.2%	0-190	0.4%	98%	True	False	1,076,885
80	134-250	127-230	7-020	5.2%	0-186	0.4%	98%	True	False	897,139
100	134-250	127-230	7-020	5.2%	0-178	0.4%	98%	True	False	718,052

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	139-180
2.618	137-232
1.618	136-192
1.000	135-290
0.618	135-152
HIGH	134-250
0.618	134-112
0.500	134-070
0.382	134-028
LOW	133-210
0.618	132-308
1.000	132-170
1.618	131-268
2.618	130-228
4.250	128-280

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	134-167	134-149
PP	134-118	134-083
S1	134-070	134-018

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

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