ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 06-Jan-2010

Day Change Summary
	Previous	Current
	05-Jan-2010	06-Jan-2010	Change	Change %	Previous Week
Open	114-100	114-090	-0-010	0.0%	114-100
High	114-250	114-150	-0-100	-0.3%	114-130
Low	114-090	114-070	-0-020	-0.1%	113-180
Close	114-240	114-160	-0-080	-0.2%	114-020
Range	0-160	0-080	-0-080	-50.0%	0-270
ATR	0-183	0-182	-0-001	-0.5%	0-000
Volume	62	16	-46	-74.2%	116

Daily Pivots for day following 06-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-047	115-023	114-204
R3	114-287	114-263	114-182
R2	114-207	114-207	114-175
R1	114-183	114-183	114-167	114-195
PP	114-127	114-127	114-127	114-132
S1	114-103	114-103	114-153	114-115
S2	114-047	114-047	114-145
S3	113-287	114-023	114-138
S4	113-207	113-263	114-116

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%	0-154	0.4%	77%	False	False	111
10	114-280	113-180	1-100	1.1%	0-105	0.3%	71%	False	False	60
20	117-210	113-180	4-030	3.6%	0-110	0.3%	23%	False	False	33

Crabel Price Patterns
NR	True
NR4	True
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	0-007
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-170
2.618	115-039
1.618	114-279
1.000	114-230
0.618	114-199
HIGH	114-150
0.618	114-119
0.500	114-110
0.382	114-101
LOW	114-070
0.618	114-021
1.000	113-310
1.618	113-261
2.618	113-181
4.250	113-050

Fisher Pivots for day following 06-Jan-2010
Pivot	1 day	3 day
R1	114-143	114-130
PP	114-127	114-100
S1	114-110	114-070

Download as Excel Spreadsheet

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

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