ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	124-005	123-305	-0-020	-0.1%	123-310
High	124-012	124-007	-0-005	0.0%	124-070
Low	123-275	123-285	0-010	0.0%	123-227
Close	123-305	124-000	0-015	0.0%	123-247
Range	0-057	0-042	-0-015	-26.3%	0-163
ATR	0-091	0-087	-0-003	-3.8%	0-000
Volume	350,175	364,668	14,493	4.1%	2,139,559

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	124-117	124-100	124-023
R3	124-075	124-058	124-012
R2	124-033	124-033	124-008
R1	124-016	124-016	124-004	124-024
PP	123-311	123-311	123-311	123-315
S1	123-294	123-294	123-316	123-302
S2	123-269	123-269	123-312
S3	123-227	123-252	123-308
S4	123-185	123-210	123-297

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-137	125-035	124-017
R3	124-294	124-192	123-292
R2	124-131	124-131	123-277
R1	124-029	124-029	123-262	123-318
PP	123-288	123-288	123-288	123-273
S1	123-186	123-186	123-232	123-156
S2	123-125	123-125	123-217
S3	122-282	123-023	123-202
S4	122-119	122-180	123-157

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-012	123-230	0-102	0.3%	0-067	0.2%	88%	False	False	359,021
10	124-070	123-227	0-163	0.4%	0-084	0.2%	57%	False	False	396,835
20	124-200	123-085	1-115	1.1%	0-105	0.3%	54%	False	False	458,308
40	124-200	123-080	1-120	1.1%	0-079	0.2%	55%	False	False	280,897

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	124-186
2.618	124-117
1.618	124-075
1.000	124-049
0.618	124-033
HIGH	124-007
0.618	123-311
0.500	123-306
0.382	123-301
LOW	123-285
0.618	123-259
1.000	123-243
1.618	123-217
2.618	123-175
4.250	123-106

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	123-315	123-309
PP	123-311	123-297
S1	123-306	123-286

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

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