ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	114-160	114-050	-0-110	-0.3%	114-070
High	114-250	114-190	-0-060	-0.2%	114-250
Low	114-040	114-050	0-010	0.0%	113-210
Close	114-150	114-150	0-000	0.0%	114-150
Range	0-210	0-140	-0-070	-33.3%	1-040
ATR	0-183	0-180	-0-003	-1.7%	0-000
Volume	85	85	0	0.0%	586

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	115-230	115-170	114-227
R3	115-090	115-030	114-188
R2	114-270	114-270	114-176
R1	114-210	114-210	114-163	114-240
PP	114-130	114-130	114-130	114-145
S1	114-070	114-070	114-137	114-100
S2	113-310	113-310	114-124
S3	113-170	113-250	114-112
S4	113-030	113-110	114-073

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-217	117-063	115-028
R3	116-177	116-023	114-249
R2	115-137	115-137	114-216
R1	114-303	114-303	114-183	115-060
PP	114-097	114-097	114-097	114-135
S1	113-263	113-263	114-117	114-020
S2	113-057	113-057	114-084
S3	112-017	112-223	114-051
S4	110-297	111-183	113-272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-250	114-000	0-250	0.7%	0-150	0.4%	60%	False	False	51
10	114-250	113-180	1-070	1.1%	0-149	0.4%	74%	False	False	78
20	117-060	113-180	3-200	3.2%	0-118	0.3%	25%	False	False	41

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	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-145
2.618	115-237
1.618	115-097
1.000	115-010
0.618	114-277
HIGH	114-190
0.618	114-137
0.500	114-120
0.382	114-103
LOW	114-050
0.618	113-283
1.000	113-230
1.618	113-143
2.618	113-003
4.250	112-095

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	114-140	114-142
PP	114-130	114-133
S1	114-120	114-125

Download as Excel Spreadsheet

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

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