ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 03-May-2012

Day Change Summary
	Previous	Current
	02-May-2012	03-May-2012	Change	Change %	Previous Week
Open	123-237	123-235	-0-002	0.0%	123-172
High	123-275	123-260	-0-015	0.0%	123-310
Low	123-205	123-202	-0-003	0.0%	123-102
Close	123-242	123-250	0-008	0.0%	123-245
Range	0-070	0-058	-0-012	-17.1%	0-208
ATR	0-085	0-083	-0-002	-2.3%	0-000
Volume	324,780	319,620	-5,160	-1.6%	1,946,947

Daily Pivots for day following 03-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-091	124-069	123-282
R3	124-033	124-011	123-266
R2	123-295	123-295	123-261
R1	123-273	123-273	123-255	123-284
PP	123-237	123-237	123-237	123-243
S1	123-215	123-215	123-245	123-226
S2	123-179	123-179	123-239
S3	123-121	123-157	123-234
S4	123-063	123-099	123-218

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-203	125-112	124-039
R3	124-315	124-224	123-302
R2	124-107	124-107	123-283
R1	124-016	124-016	123-264	124-062
PP	123-219	123-219	123-219	123-242
S1	123-128	123-128	123-226	123-174
S2	123-011	123-011	123-207
S3	122-123	122-240	123-188
S4	121-235	122-032	123-131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-310	123-202	0-108	0.3%	0-063	0.2%	44%	False	True	319,186
10	123-310	123-102	0-208	0.5%	0-066	0.2%	71%	False	False	347,364
20	123-310	122-157	1-153	1.2%	0-071	0.2%	87%	False	False	374,794
40	123-310	121-135	2-175	2.1%	0-102	0.3%	93%	False	False	447,149
60	123-310	121-135	2-175	2.1%	0-095	0.2%	93%	False	False	381,960
80	124-000	121-135	2-185	2.1%	0-082	0.2%	92%	False	False	286,622

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-186
2.618	124-092
1.618	124-034
1.000	123-318
0.618	123-296
HIGH	123-260
0.618	123-238
0.500	123-231
0.382	123-224
LOW	123-202
0.618	123-166
1.000	123-144
1.618	123-108
2.618	123-050
4.250	122-276

Fisher Pivots for day following 03-May-2012
Pivot	1 day	3 day
R1	123-244	123-246
PP	123-237	123-243
S1	123-231	123-240

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

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