ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	114-000	114-070	0-070	0.2%	114-270
High	114-110	114-130	0-020	0.1%	114-280
Low	114-000	114-070	0-070	0.2%	114-120
Close	114-080	114-140	0-060	0.2%	114-100
Range	0-110	0-060	-0-050	-45.5%	0-160
ATR	0-180	0-171	-0-009	-4.8%	0-000
Volume	50	52	2	4.0%	0

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	114-293	114-277	114-173
R3	114-233	114-217	114-156
R2	114-173	114-173	114-151
R1	114-157	114-157	114-146	114-165
PP	114-113	114-113	114-113	114-118
S1	114-097	114-097	114-134	114-105
S2	114-053	114-053	114-129
S3	113-313	114-037	114-124
S4	113-253	113-297	114-107

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	116-007	115-213	114-188
R3	115-167	115-053	114-144
R2	115-007	115-007	114-129
R1	114-213	114-213	114-115	114-190
PP	114-167	114-167	114-167	114-155
S1	114-053	114-053	114-085	114-030
S2	114-007	114-007	114-071
S3	113-167	113-213	114-056
S4	113-007	113-053	114-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-280	114-000	0-280	0.8%	0-064	0.2%	50%	False	False	20
10	116-210	114-000	2-210	2.3%	0-054	0.1%	16%	False	False	11

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	0-001
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-065
2.618	114-287
1.618	114-227
1.000	114-190
0.618	114-167
HIGH	114-130
0.618	114-107
0.500	114-100
0.382	114-093
LOW	114-070
0.618	114-033
1.000	114-010
1.618	113-293
2.618	113-233
4.250	113-135

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	114-127	114-115
PP	114-113	114-090
S1	114-100	114-065

Download as Excel Spreadsheet

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

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