ECBOT 10 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	133-300	134-245	0-265	0.6%	135-210
High	134-250	134-245	-0-005	0.0%	135-270
Low	133-140	134-025	0-205	0.5%	134-015
Close	134-205	134-035	-0-170	-0.4%	134-110
Range	1-110	0-220	-0-210	-48.8%	1-255
ATR	0-217	0-218	0-000	0.1%	0-000
Volume	13,467	7,287	-6,180	-45.9%	181,152

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	136-122	135-298	134-156
R3	135-222	135-078	134-096
R2	135-002	135-002	134-075
R1	134-178	134-178	134-055	134-140
PP	134-102	134-102	134-102	134-082
S1	133-278	133-278	134-015	133-240
S2	133-202	133-202	133-315
S3	132-302	133-058	133-294
S4	132-082	132-158	133-234

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	135-005	133-140	1-185	1.2%	0-250	0.6%	43%	False	False	21,854
10	135-290	133-140	2-150	1.8%	0-263	0.6%	27%	False	False	232,620
20	135-290	133-005	2-285	2.2%	0-211	0.5%	38%	False	False	807,896
40	135-290	131-060	4-230	3.5%	0-181	0.4%	62%	False	False	864,619
60	135-290	127-230	8-060	6.1%	0-194	0.5%	78%	False	False	929,481
80	135-290	127-230	8-060	6.1%	0-195	0.5%	78%	False	False	905,745
100	135-290	127-230	8-060	6.1%	0-190	0.4%	78%	False	False	725,906

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	0-045
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-220
2.618	136-181
1.618	135-281
1.000	135-145
0.618	135-061
HIGH	134-245
0.618	134-161
0.500	134-135
0.382	134-109
LOW	134-025
0.618	133-209
1.000	133-125
1.618	132-309
2.618	132-089
4.250	131-050

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	134-135	134-072
PP	134-102	134-060
S1	134-068	134-048

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

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