ECBOT 5 Year T-Note Future June 2012

Trading Metrics calculated at close of trading on 14-Jun-2012

Day Change Summary
	Previous	Current
	13-Jun-2012	14-Jun-2012	Change	Change %	Previous Week
Open	123-317	124-045	0-048	0.1%	124-197
High	124-067	124-070	0-003	0.0%	124-205
Low	123-295	124-022	0-047	0.1%	124-010
Close	124-062	124-032	-0-030	-0.1%	124-047
Range	0-092	0-048	-0-044	-47.8%	0-195
ATR	0-096	0-092	-0-003	-3.6%	0-000
Volume	5,104	10,478	5,374	105.3%	114,482

Daily Pivots for day following 14-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-185	124-157	124-058
R3	124-137	124-109	124-045
R2	124-089	124-089	124-041
R1	124-061	124-061	124-036	124-051
PP	124-041	124-041	124-041	124-036
S1	124-013	124-013	124-028	124-003
S2	123-313	123-313	124-023
S3	123-265	123-285	124-019
S4	123-217	123-237	124-006

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	0.6%	0-112	0.3%	62%	False	False	8,185
10	124-242	123-192	1-050	0.9%	0-103	0.3%	43%	False	False	22,673
20	124-242	123-192	1-050	0.9%	0-093	0.2%	43%	False	False	304,882
40	124-242	123-102	1-140	1.2%	0-080	0.2%	54%	False	False	336,897
60	124-242	121-170	3-072	2.6%	0-088	0.2%	80%	False	False	372,863
80	124-242	121-135	3-107	2.7%	0-094	0.2%	80%	False	False	406,521
100	124-242	121-135	3-107	2.7%	0-088	0.2%	80%	False	False	325,555

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-274
2.618	124-196
1.618	124-148
1.000	124-118
0.618	124-100
HIGH	124-070
0.618	124-052
0.500	124-046
0.382	124-040
LOW	124-022
0.618	123-312
1.000	123-294
1.618	123-264
2.618	123-216
4.250	123-138

Fisher Pivots for day following 14-Jun-2012
Pivot	1 day	3 day
R1	124-046	124-031
PP	124-041	124-031
S1	124-037	124-030

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

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