ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 14-Jan-2010

Day Change Summary
	Previous	Current
	13-Jan-2010	14-Jan-2010	Change	Change %	Previous Week
Open	115-000	114-050	-0-270	-0.7%	114-070
High	115-050	115-080	0-030	0.1%	114-250
Low	114-220	114-050	-0-170	-0.5%	113-210
Close	114-250	115-070	0-140	0.4%	114-150
Range	0-150	1-030	0-200	133.3%	1-040
ATR	0-183	0-195	0-012	6.5%	0-000
Volume	85	629	544	640.0%	586

Daily Pivots for day following 14-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-050	117-250	115-262
R3	117-020	116-220	115-166
R2	115-310	115-310	115-134
R1	115-190	115-190	115-102	115-250
PP	114-280	114-280	114-280	114-310
S1	114-160	114-160	115-038	114-220
S2	113-250	113-250	115-006
S3	112-220	113-130	114-294
S4	111-190	112-100	114-198

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	114-040	1-040	1.0%	0-198	0.5%	97%	True	False	193
10	115-080	113-180	1-220	1.5%	0-186	0.5%	98%	True	False	148
20	116-210	113-180	3-030	2.7%	0-120	0.3%	54%	False	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	119-288
2.618	118-036
1.618	117-006
1.000	116-110
0.618	115-296
HIGH	115-080
0.618	114-266
0.500	114-225
0.382	114-184
LOW	114-050
0.618	113-154
1.000	113-020
1.618	112-124
2.618	111-094
4.250	109-162

Fisher Pivots for day following 14-Jan-2010
Pivot	1 day	3 day
R1	115-015	115-015
PP	114-280	114-280
S1	114-225	114-225

Download as Excel Spreadsheet

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

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