ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 13-Jan-2010

Day Change Summary
	Previous	Current
	12-Jan-2010	13-Jan-2010	Change	Change %	Previous Week
Open	114-260	115-000	0-060	0.2%	114-070
High	115-080	115-050	-0-030	-0.1%	114-250
Low	114-260	114-220	-0-040	-0.1%	113-210
Close	115-060	114-250	-0-130	-0.4%	114-150
Range	0-140	0-150	0-010	7.1%	1-040
ATR	0-185	0-183	-0-002	-1.0%	0-000
Volume	85	85	0	0.0%	586

Daily Pivots for day following 13-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-090	116-000	115-012
R3	115-260	115-170	114-291
R2	115-110	115-110	114-278
R1	115-020	115-020	114-264	114-310
PP	114-280	114-280	114-280	114-265
S1	114-190	114-190	114-236	114-160
S2	114-130	114-130	114-222
S3	113-300	114-040	114-209
S4	113-150	113-210	114-168

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%	0-160	0.4%	63%	False	False	70
10	115-080	113-180	1-220	1.5%	0-157	0.4%	72%	False	False	90
20	117-060	113-180	3-200	3.2%	0-118	0.3%	34%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-048
2.618	116-123
1.618	115-293
1.000	115-200
0.618	115-143
HIGH	115-050
0.618	114-313
0.500	114-295
0.382	114-277
LOW	114-220
0.618	114-127
1.000	114-070
1.618	113-297
2.618	113-147
4.250	112-222

Fisher Pivots for day following 13-Jan-2010
Pivot	1 day	3 day
R1	114-295	114-242
PP	114-280	114-233
S1	114-265	114-225

Download as Excel Spreadsheet

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

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