ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	121-080	121-220	0-140	0.4%	118-220
High	121-250	121-220	-0-030	-0.1%	120-190
Low	121-050	121-090	0-040	0.1%	118-220
Close	121-180	121-190	0-010	0.0%	120-160
Range	0-200	0-130	-0-070	-35.0%	1-290
ATR	0-171	0-168	-0-003	-1.7%	0-000
Volume	32	108	76	237.5%	347

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-237	122-183	121-262
R3	122-107	122-053	121-226
R2	121-297	121-297	121-214
R1	121-243	121-243	121-202	121-205
PP	121-167	121-167	121-167	121-148
S1	121-113	121-113	121-178	121-075
S2	121-037	121-037	121-166
S3	120-227	120-303	121-154
S4	120-097	120-173	121-118

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-207	124-313	121-176
R3	123-237	123-023	121-008
R2	121-267	121-267	120-272
R1	121-053	121-053	120-216	121-160
PP	119-297	119-297	119-297	120-030
S1	119-083	119-083	120-104	119-190
S2	118-007	118-007	120-048
S3	116-037	117-113	119-312
S4	114-067	115-143	119-144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-250	120-050	1-200	1.3%	0-148	0.4%	88%	False	False	92
10	121-250	118-220	3-030	2.5%	0-125	0.3%	94%	False	False	70
20	121-250	118-100	3-150	2.9%	0-078	0.2%	95%	False	False	44
40	121-250	115-250	6-000	4.9%	0-073	0.2%	97%	False	False	32

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	0-010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-132
2.618	122-240
1.618	122-110
1.000	122-030
0.618	121-300
HIGH	121-220
0.618	121-170
0.500	121-155
0.382	121-140
LOW	121-090
0.618	121-010
1.000	120-280
1.618	120-200
2.618	120-070
4.250	119-178

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	121-178	121-152
PP	121-167	121-113
S1	121-155	121-075

Download as Excel Spreadsheet

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

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