ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	124-005	124-080	0-075	0.2%	124-197
High	124-107	124-085	-0-022	-0.1%	124-205
Low	123-192	123-305	0-113	0.3%	124-010
Close	124-082	124-000	-0-082	-0.2%	124-047
Range	0-235	0-100	-0-135	-57.4%	0-195
ATR	0-096	0-096	0-000	0.3%	0-000
Volume	7,652	5,476	-2,176	-28.4%	114,482

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-003	124-262	124-055
R3	124-223	124-162	124-028
R2	124-123	124-123	124-018
R1	124-062	124-062	124-009	124-042
PP	124-023	124-023	124-023	124-014
S1	123-282	123-282	123-311	123-262
S2	123-243	123-243	123-302
S3	123-143	123-182	123-292
S4	123-043	123-082	123-265

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	126-032	125-235	124-154
R3	125-157	125-040	124-101
R2	124-282	124-282	124-083
R1	124-165	124-165	124-065	124-126
PP	124-087	124-087	124-087	124-068
S1	123-290	123-290	124-029	123-251
S2	123-212	123-212	124-011
S3	123-017	123-095	123-313
S4	122-142	122-220	123-260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-130	123-192	0-258	0.7%	0-116	0.3%	50%	False	False	14,401
10	124-242	123-192	1-050	0.9%	0-115	0.3%	35%	False	False	121,238
20	124-242	123-192	1-050	0.9%	0-093	0.2%	35%	False	False	350,966
40	124-242	123-102	1-140	1.2%	0-079	0.2%	47%	False	False	354,935
60	124-242	121-135	3-107	2.7%	0-091	0.2%	77%	False	False	392,822
80	124-242	121-135	3-107	2.7%	0-094	0.2%	77%	False	False	406,498
100	124-242	121-135	3-107	2.7%	0-087	0.2%	77%	False	False	325,403

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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-190
2.618	125-027
1.618	124-247
1.000	124-185
0.618	124-147
HIGH	124-085
0.618	124-047
0.500	124-035
0.382	124-023
LOW	123-305
0.618	123-243
1.000	123-205
1.618	123-143
2.618	123-043
4.250	122-200

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	124-035	124-001
PP	124-023	124-001
S1	124-012	124-000

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

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