ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 04-Jan-2010

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	114-120	114-070	-0-050	-0.1%	114-100
High	114-120	114-100	-0-020	-0.1%	114-130
Low	113-180	113-210	0-030	0.1%	113-180
Close	114-020	114-040	0-020	0.1%	114-020
Range	0-260	0-210	-0-050	-19.2%	0-270
ATR	0-179	0-181	0-002	1.2%	0-000
Volume	12	413	401	3,341.7%	116

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-000	115-230	114-156
R3	115-110	115-020	114-098
R2	114-220	114-220	114-078
R1	114-130	114-130	114-059	114-070
PP	114-010	114-010	114-010	113-300
S1	113-240	113-240	114-021	113-180
S2	113-120	113-120	114-002
S3	112-230	113-030	113-302
S4	112-020	112-140	113-244

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-173	116-047	114-168
R3	115-223	115-097	114-094
R2	114-273	114-273	114-070
R1	114-147	114-147	114-045	114-075
PP	114-003	114-003	114-003	113-288
S1	113-197	113-197	113-315	113-125
S2	113-053	113-053	113-290
S3	112-103	112-247	113-266
S4	111-153	111-297	113-192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-130	113-180	0-270	0.7%	0-148	0.4%	67%	False	False	105
10	116-210	113-180	3-030	2.7%	0-081	0.2%	18%	False	False	53

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	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-032
2.618	116-010
1.618	115-120
1.000	114-310
0.618	114-230
HIGH	114-100
0.618	114-020
0.500	113-315
0.382	113-290
LOW	113-210
0.618	113-080
1.000	113-000
1.618	112-190
2.618	111-300
4.250	110-278

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	114-025	114-025
PP	114-010	114-010
S1	113-315	113-315

Download as Excel Spreadsheet

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

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