ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	134-125	133-300	-0-145	-0.3%	135-210
High	135-005	134-250	-0-075	-0.2%	135-270
Low	134-105	133-140	-0-285	-0.7%	134-015
Close	134-110	134-205	0-095	0.2%	134-110
Range	0-220	1-110	0-210	95.5%	1-255
ATR	0-201	0-217	0-016	8.1%	0-000
Volume	12,970	13,467	497	3.8%	181,152

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	138-102	137-263	135-122
R3	136-312	136-153	135-003
R2	135-202	135-202	134-284
R1	135-043	135-043	134-244	135-122
PP	134-092	134-092	134-092	134-131
S1	133-253	133-253	134-166	134-012
S2	132-302	132-302	134-126
S3	131-192	132-143	134-087
S4	130-082	131-033	133-288

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	140-043	139-012	135-106
R3	138-108	137-077	134-268
R2	136-173	136-173	134-215
R1	135-142	135-142	134-163	135-030
PP	134-238	134-238	134-238	134-182
S1	133-207	133-207	134-057	133-095
S2	132-303	132-303	134-005
S3	131-048	131-272	133-272
S4	129-113	130-017	133-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-050	133-140	1-230	1.3%	0-240	0.6%	70%	False	True	28,417
10	135-290	133-140	2-150	1.8%	0-260	0.6%	49%	False	True	468,767
20	135-290	133-005	2-285	2.1%	0-208	0.5%	56%	False	False	856,050
40	135-290	131-060	4-230	3.5%	0-179	0.4%	73%	False	False	889,044
60	135-290	127-230	8-060	6.1%	0-195	0.5%	85%	False	False	950,060
80	135-290	127-230	8-060	6.1%	0-196	0.5%	85%	False	False	905,995
100	135-290	127-230	8-060	6.1%	0-191	0.4%	85%	False	False	725,836

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	0-054
Widest range in 61 trading days

Fibonacci Retracements and Extensions
4.250	140-158
2.618	138-096
1.618	136-306
1.000	136-040
0.618	135-196
HIGH	134-250
0.618	134-086
0.500	134-035
0.382	133-304
LOW	133-140
0.618	132-194
1.000	132-030
1.618	131-084
2.618	129-294
4.250	127-232

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	134-148	134-161
PP	134-092	134-117
S1	134-035	134-072

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

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