ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 07-Jun-2012

Day Change Summary
	Previous	Current
	06-Jun-2012	07-Jun-2012	Change	Change %	Previous Week
Open	134-215	134-045	-0-170	-0.4%	133-240
High	134-275	134-140	-0-135	-0.3%	135-290
Low	134-015	134-020	0-005	0.0%	133-155
Close	134-060	134-095	0-035	0.1%	135-210
Range	0-260	0-120	-0-140	-53.8%	2-135
ATR	0-205	0-199	-0-006	-3.0%	0-000
Volume	53,439	22,111	-31,328	-58.6%	4,493,055

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	135-125	135-070	134-161
R3	135-005	134-270	134-128
R2	134-205	134-205	134-117
R1	134-150	134-150	134-106	134-178
PP	134-085	134-085	134-085	134-099
S1	134-030	134-030	134-084	134-058
S2	133-285	133-285	134-073
S3	133-165	133-230	134-062
S4	133-045	133-110	134-029

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	134-015	1-275	1.4%	0-227	0.5%	13%	False	False	64,942
10	135-290	133-105	2-185	1.9%	0-228	0.5%	38%	False	False	773,391
20	135-290	132-175	3-115	2.5%	0-188	0.4%	52%	False	False	950,970
40	135-290	131-000	4-290	3.7%	0-171	0.4%	67%	False	False	938,955
60	135-290	127-230	8-060	6.1%	0-196	0.5%	80%	False	False	1,003,347
80	135-290	127-230	8-060	6.1%	0-191	0.4%	80%	False	False	905,840
100	135-290	127-230	8-060	6.1%	0-185	0.4%	80%	False	False	725,577

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	136-010
2.618	135-134
1.618	135-014
1.000	134-260
0.618	134-214
HIGH	134-140
0.618	134-094
0.500	134-080
0.382	134-066
LOW	134-020
0.618	133-266
1.000	133-220
1.618	133-146
2.618	133-026
4.250	132-150

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	134-090	134-192
PP	134-085	134-160
S1	134-080	134-128

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

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