ECBOT 5 Year T-Note Future September 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	124-060	123-317	-0-063	-0.2%	123-245
High	124-075	124-115	0-040	0.1%	124-077
Low	123-262	123-307	0-045	0.1%	123-240
Close	123-310	124-090	0-100	0.3%	123-310
Range	0-133	0-128	-0-005	-3.8%	0-157
ATR	0-091	0-094	0-003	2.9%	0-000
Volume	520,571	458,557	-62,014	-11.9%	1,994,194

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-128	125-077	124-160
R3	125-000	124-269	124-125
R2	124-192	124-192	124-113
R1	124-141	124-141	124-102	124-166
PP	124-064	124-064	124-064	124-077
S1	124-013	124-013	124-078	124-038
S2	123-256	123-256	124-067
S3	123-128	123-205	124-055
S4	123-000	123-077	124-020

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	125-147	125-065	124-076
R3	124-310	124-228	124-033
R2	124-153	124-153	124-019
R1	124-071	124-071	124-004	124-112
PP	123-316	123-316	123-316	124-016
S1	123-234	123-234	123-296	123-275
S2	123-159	123-159	123-281
S3	123-002	123-077	123-267
S4	122-165	122-240	123-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	124-115	123-262	0-173	0.4%	0-090	0.2%	86%	True	False	430,391
10	124-115	123-227	0-208	0.5%	0-089	0.2%	88%	True	False	422,607
20	124-115	123-085	1-030	0.9%	0-103	0.3%	93%	True	False	437,018
40	124-200	123-085	1-115	1.1%	0-084	0.2%	75%	False	False	316,799

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-019
2.618	125-130
1.618	125-002
1.000	124-243
0.618	124-194
HIGH	124-115
0.618	124-066
0.500	124-051
0.382	124-036
LOW	123-307
0.618	123-228
1.000	123-179
1.618	123-100
2.618	122-292
4.250	122-083

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	124-077	124-070
PP	124-064	124-049
S1	124-051	124-028

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

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