ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	135-015	135-210	0-195	0.5%	133-240
High	135-290	135-270	-0-020	0.0%	135-290
Low	134-300	134-315	0-015	0.0%	133-155
Close	135-210	135-000	-0-210	-0.5%	135-210
Range	0-310	0-275	-0-035	-11.3%	2-135
ATR	0-198	0-203	0-006	2.8%	0-000
Volume	156,530	52,531	-103,999	-66.4%	4,493,055

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	137-273	137-092	135-151
R3	136-318	136-137	135-076
R2	136-043	136-043	135-050
R1	135-182	135-182	135-025	135-135
PP	135-088	135-088	135-088	135-065
S1	134-227	134-227	134-295	134-180
S2	134-133	134-133	134-270
S3	133-178	133-272	134-244
S4	132-223	132-317	134-169

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	142-090	141-125	136-316
R3	139-275	138-310	136-103
R2	137-140	137-140	136-032
R1	136-175	136-175	135-281	136-318
PP	135-005	135-005	135-005	135-076
S1	134-040	134-040	135-139	134-182
S2	132-190	132-190	135-068
S3	130-055	131-225	134-317
S4	127-240	129-090	134-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-290	133-155	2-135	1.8%	0-279	0.6%	63%	False	False	909,117
10	135-290	133-040	2-250	2.1%	0-216	0.5%	67%	False	False	1,094,549
20	135-290	132-175	3-115	2.5%	0-183	0.4%	73%	False	False	1,086,641
40	135-290	130-285	5-005	3.7%	0-170	0.4%	82%	False	False	1,011,033
60	135-290	127-230	8-060	6.1%	0-196	0.5%	89%	False	False	1,046,803
80	135-290	127-230	8-060	6.1%	0-191	0.4%	89%	False	False	904,764
100	135-290	127-230	8-060	6.1%	0-184	0.4%	89%	False	False	724,436

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

Fibonacci Retracements and Extensions
4.250	139-159
2.618	138-030
1.618	137-075
1.000	136-225
0.618	136-120
HIGH	135-270
0.618	135-165
0.500	135-132
0.382	135-100
LOW	134-315
0.618	134-145
1.000	134-040
1.618	133-190
2.618	132-235
4.250	131-106

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	135-132	135-055
PP	135-088	135-037
S1	135-044	135-018

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

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