ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	25-May-2012	29-May-2012	Change	Change %	Previous Week
Open	123-305	124-000	0-015	0.0%	124-002
High	124-020	124-040	0-020	0.1%	124-057
Low	123-287	123-285	-0-002	0.0%	123-275
Close	124-002	123-315	-0-007	0.0%	124-002
Range	0-053	0-075	0-022	41.5%	0-102
ATR	0-074	0-074	0-000	0.1%	0-000
Volume	553,621	1,108,266	554,645	100.2%	2,869,622

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-225	124-185	124-036
R3	124-150	124-110	124-016
R2	124-075	124-075	124-009
R1	124-035	124-035	124-002	124-018
PP	124-000	124-000	124-000	123-311
S1	123-280	123-280	123-308	123-262
S2	123-245	123-245	123-301
S3	123-170	123-205	123-294
S4	123-095	123-130	123-274

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-311	124-258	124-058
R3	124-209	124-156	124-030
R2	124-107	124-107	124-021
R1	124-054	124-054	124-011	124-053
PP	124-005	124-005	124-005	124-004
S1	123-272	123-272	123-313	123-271
S2	123-223	123-223	123-303
S3	123-121	123-170	123-294
S4	123-019	123-068	123-266

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%	0-076	0.2%	39%	False	False	723,444
10	124-100	123-275	0-145	0.4%	0-072	0.2%	28%	False	False	580,694
20	124-100	123-202	0-218	0.5%	0-068	0.2%	52%	False	False	465,888
40	124-100	122-047	2-053	1.7%	0-077	0.2%	85%	False	False	435,425
60	124-100	121-135	2-285	2.3%	0-092	0.2%	89%	False	False	458,651
80	124-100	121-135	2-285	2.3%	0-089	0.2%	89%	False	False	391,541
100	124-100	121-135	2-285	2.3%	0-078	0.2%	89%	False	False	313,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-039
2.618	124-236
1.618	124-161
1.000	124-115
0.618	124-086
HIGH	124-040
0.618	124-011
0.500	124-002
0.382	123-314
LOW	123-285
0.618	123-239
1.000	123-210
1.618	123-164
2.618	123-089
4.250	122-286

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	124-002	124-008
PP	124-000	124-004
S1	123-318	124-000

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

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