ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 12-Jan-2010

Day Change Summary
	Previous	Current
	11-Jan-2010	12-Jan-2010	Change	Change %	Previous Week
Open	114-050	114-260	0-210	0.6%	114-070
High	114-190	115-080	0-210	0.6%	114-250
Low	114-050	114-260	0-210	0.6%	113-210
Close	114-150	115-060	0-230	0.6%	114-150
Range	0-140	0-140	0-000	0.0%	1-040
ATR	0-180	0-185	0-005	2.8%	0-000
Volume	85	85	0	0.0%	586

Daily Pivots for day following 12-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-127	116-073	115-137
R3	115-307	115-253	115-098
R2	115-167	115-167	115-086
R1	115-113	115-113	115-073	115-140
PP	115-027	115-027	115-027	115-040
S1	114-293	114-293	115-047	115-000
S2	114-207	114-207	115-034
S3	114-067	114-153	115-022
S4	113-247	114-013	114-303

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	115-080	114-000	1-080	1.1%	0-146	0.4%	95%	True	False	56
10	115-080	113-180	1-220	1.5%	0-153	0.4%	96%	True	False	87
20	117-060	113-180	3-200	3.1%	0-118	0.3%	45%	False	False	45

Crabel Price Patterns
NR	False
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	0-015

Fibonacci Retracements and Extensions
4.250	117-035
2.618	116-127
1.618	115-307
1.000	115-220
0.618	115-167
HIGH	115-080
0.618	115-027
0.500	115-010
0.382	114-313
LOW	114-260
0.618	114-173
1.000	114-120
1.618	114-033
2.618	113-213
4.250	112-305

Fisher Pivots for day following 12-Jan-2010
Pivot	1 day	3 day
R1	115-043	115-007
PP	115-027	114-273
S1	115-010	114-220

Download as Excel Spreadsheet

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

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