ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 09-Apr-2012

Day Change Summary
	Previous	Current
	05-Apr-2012	09-Apr-2012	Change	Change %	Previous Week
Open	122-177	123-080	0-223	0.6%	122-160
High	122-287	123-092	0-125	0.3%	122-287
Low	122-157	123-037	0-200	0.5%	122-047
Close	122-227	123-055	0-148	0.4%	122-227
Range	0-130	0-055	-0-075	-57.7%	0-240
ATR	0-123	0-127	0-004	3.6%	0-000
Volume	443,450	311,462	-131,988	-29.8%	1,965,906

Daily Pivots for day following 09-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	123-226	123-196	123-085
R3	123-171	123-141	123-070
R2	123-116	123-116	123-065
R1	123-086	123-086	123-060	123-074
PP	123-061	123-061	123-061	123-055
S1	123-031	123-031	123-050	123-018
S2	123-006	123-006	123-045
S3	122-271	122-296	123-040
S4	122-216	122-241	123-025

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-267	124-167	123-039
R3	124-027	123-247	122-293
R2	123-107	123-107	122-271
R1	123-007	123-007	122-249	123-057
PP	122-187	122-187	122-187	122-212
S1	122-087	122-087	122-205	122-137
S2	121-267	121-267	122-183
S3	121-027	121-167	122-161
S4	120-107	120-247	122-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-092	122-047	1-045	0.9%	0-132	0.3%	90%	True	False	455,473
10	123-092	121-292	1-120	1.1%	0-121	0.3%	92%	True	False	461,235
20	123-092	121-135	1-277	1.5%	0-132	0.3%	94%	True	False	513,090
40	123-190	121-135	2-055	1.8%	0-109	0.3%	81%	False	False	404,370
60	124-000	121-135	2-185	2.1%	0-088	0.2%	68%	False	False	269,812

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	124-006
2.618	123-236
1.618	123-181
1.000	123-147
0.618	123-126
HIGH	123-092
0.618	123-071
0.500	123-064
0.382	123-058
LOW	123-037
0.618	123-003
1.000	122-302
1.618	122-268
2.618	122-213
4.250	122-123

Fisher Pivots for day following 09-Apr-2012
Pivot	1 day	3 day
R1	123-064	123-006
PP	123-061	122-278
S1	123-058	122-230

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

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