ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 05-Jan-2010

Day Change Summary
	Previous	Current
	04-Jan-2010	05-Jan-2010	Change	Change %	Previous Week
Open	114-070	114-100	0-030	0.1%	114-100
High	114-100	114-250	0-150	0.4%	114-130
Low	113-210	114-090	0-200	0.5%	113-180
Close	114-040	114-240	0-200	0.5%	114-020
Range	0-210	0-160	-0-050	-23.8%	0-270
ATR	0-181	0-183	0-002	1.1%	0-000
Volume	413	62	-351	-85.0%	116

Daily Pivots for day following 05-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-033	115-297	115-008
R3	115-193	115-137	114-284
R2	115-033	115-033	114-269
R1	114-297	114-297	114-255	115-005
PP	114-193	114-193	114-193	114-208
S1	114-137	114-137	114-225	114-165
S2	114-033	114-033	114-211
S3	113-193	113-297	114-196
S4	113-033	113-137	114-152

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	114-250	113-180	1-070	1.1%	0-160	0.4%	97%	True	False	117
10	116-070	113-180	2-210	2.3%	0-097	0.3%	45%	False	False	59
20	117-210	113-180	4-030	3.6%	0-106	0.3%	29%	False	False	32

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	0-005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-290
2.618	116-029
1.618	115-189
1.000	115-090
0.618	115-029
HIGH	114-250
0.618	114-189
0.500	114-170
0.382	114-151
LOW	114-090
0.618	113-311
1.000	113-250
1.618	113-151
2.618	112-311
4.250	112-050

Fisher Pivots for day following 05-Jan-2010
Pivot	1 day	3 day
R1	114-217	114-178
PP	114-193	114-117
S1	114-170	114-055

Download as Excel Spreadsheet

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

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