ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 24-May-2012

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	124-000	124-025	0-025	0.1%	124-040
High	124-057	124-052	-0-005	0.0%	124-100
Low	123-275	123-287	0-012	0.0%	123-312
Close	124-042	123-315	-0-047	-0.1%	124-027
Range	0-102	0-085	-0-017	-16.7%	0-108
ATR	0-075	0-076	0-001	0.9%	0-000
Volume	671,727	810,840	139,113	20.7%	2,215,606

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-260	124-212	124-042
R3	124-175	124-127	124-018
R2	124-090	124-090	124-011
R1	124-042	124-042	124-003	124-024
PP	124-005	124-005	124-005	123-315
S1	123-277	123-277	123-307	123-258
S2	123-240	123-240	123-299
S3	123-155	123-192	123-292
S4	123-070	123-107	123-268

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-044	124-303	124-086
R3	124-256	124-195	124-057
R2	124-148	124-148	124-047
R1	124-087	124-087	124-037	124-064
PP	124-040	124-040	124-040	124-028
S1	123-299	123-299	124-017	123-276
S2	123-252	123-252	124-007
S3	123-144	123-191	123-317
S4	123-036	123-083	123-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-057	123-275	0-102	0.3%	0-077	0.2%	39%	False	False	545,181
10	124-100	123-275	0-145	0.4%	0-068	0.2%	28%	False	False	481,174
20	124-100	123-202	0-218	0.5%	0-068	0.2%	52%	False	False	416,635
40	124-100	122-047	2-053	1.7%	0-080	0.2%	85%	False	False	418,790
60	124-100	121-135	2-285	2.3%	0-093	0.2%	89%	False	False	449,158
80	124-100	121-135	2-285	2.3%	0-087	0.2%	89%	False	False	370,791
100	124-100	121-135	2-285	2.3%	0-078	0.2%	89%	False	False	296,666

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-093
2.618	124-275
1.618	124-190
1.000	124-137
0.618	124-105
HIGH	124-052
0.618	124-020
0.500	124-010
0.382	123-319
LOW	123-287
0.618	123-234
1.000	123-202
1.618	123-149
2.618	123-064
4.250	122-246

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	124-010	124-006
PP	124-005	124-002
S1	124-000	123-319

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

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