ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 30-May-2012

Day Change Summary
	Previous	Current
	29-May-2012	30-May-2012	Change	Change %	Previous Week
Open	124-000	123-295	-0-025	-0.1%	124-002
High	124-040	124-115	0-075	0.2%	124-057
Low	123-285	123-292	0-007	0.0%	123-275
Close	123-315	124-107	0-112	0.3%	124-002
Range	0-075	0-143	0-068	90.7%	0-102
ATR	0-074	0-079	0-005	6.6%	0-000
Volume	1,108,266	782,158	-326,108	-29.4%	2,869,622

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-174	125-123	124-186
R3	125-031	124-300	124-146
R2	124-208	124-208	124-133
R1	124-157	124-157	124-120	124-182
PP	124-065	124-065	124-065	124-077
S1	124-014	124-014	124-094	124-040
S2	123-242	123-242	124-081
S3	123-099	123-191	124-068
S4	122-276	123-048	124-028

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	124-115	123-275	0-160	0.4%	0-092	0.2%	95%	True	False	785,322
10	124-115	123-275	0-160	0.4%	0-080	0.2%	95%	True	False	614,274
20	124-115	123-202	0-233	0.6%	0-072	0.2%	97%	True	False	491,260
40	124-115	122-047	2-068	1.8%	0-077	0.2%	99%	True	False	444,480
60	124-115	121-135	2-300	2.4%	0-093	0.2%	99%	True	False	465,003
80	124-115	121-135	2-300	2.4%	0-089	0.2%	99%	True	False	401,274
100	124-115	121-135	2-300	2.4%	0-080	0.2%	99%	True	False	321,106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	126-083
2.618	125-169
1.618	125-026
1.000	124-258
0.618	124-203
HIGH	124-115
0.618	124-060
0.500	124-044
0.382	124-027
LOW	123-292
0.618	123-204
1.000	123-149
1.618	123-061
2.618	122-238
4.250	122-004

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	124-086	124-085
PP	124-065	124-062
S1	124-044	124-040

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

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