ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 07-Jun-2012

Day Change Summary
	Previous	Current
	06-Jun-2012	07-Jun-2012	Change	Change %	Previous Week
Open	124-097	124-017	-0-080	-0.2%	124-000
High	124-125	124-057	-0-068	-0.2%	124-242
Low	124-010	124-012	0-002	0.0%	123-285
Close	124-027	124-047	0-020	0.1%	124-185
Range	0-115	0-045	-0-070	-60.9%	0-277
ATR	0-088	0-085	-0-003	-3.5%	0-000
Volume	31,226	15,436	-15,790	-50.6%	2,193,044

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-174	124-155	124-072
R3	124-129	124-110	124-059
R2	124-084	124-084	124-055
R1	124-065	124-065	124-051	124-074
PP	124-039	124-039	124-039	124-043
S1	124-020	124-020	124-043	124-030
S2	123-314	123-314	124-039
S3	123-269	123-295	124-035
S4	123-224	123-250	124-022

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	127-002	126-210	125-017
R3	126-045	125-253	124-261
R2	125-088	125-088	124-236
R1	124-296	124-296	124-210	125-032
PP	124-131	124-131	124-131	124-158
S1	124-019	124-019	124-160	124-075
S2	123-174	123-174	124-134
S3	122-217	123-062	124-109
S4	121-260	122-105	124-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-242	124-010	0-232	0.6%	0-094	0.2%	16%	False	False	37,161
10	124-242	123-285	0-277	0.7%	0-094	0.2%	30%	False	False	365,976
20	124-242	123-275	0-287	0.7%	0-080	0.2%	32%	False	False	406,535
40	124-242	123-075	1-167	1.2%	0-074	0.2%	60%	False	False	382,393
60	124-242	121-135	3-107	2.7%	0-093	0.2%	82%	False	False	429,476
80	124-242	121-135	3-107	2.7%	0-092	0.2%	82%	False	False	406,222
100	124-242	121-135	3-107	2.7%	0-084	0.2%	82%	False	False	325,154

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	124-248
2.618	124-175
1.618	124-130
1.000	124-102
0.618	124-085
HIGH	124-057
0.618	124-040
0.500	124-034
0.382	124-029
LOW	124-012
0.618	123-304
1.000	123-287
1.618	123-259
2.618	123-214
4.250	123-141

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	124-043	124-075
PP	124-039	124-066
S1	124-034	124-056

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

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