ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	114-050	115-070	1-020	0.9%	114-050
High	115-080	115-240	0-160	0.4%	115-240
Low	114-050	115-070	1-020	0.9%	114-050
Close	115-070	115-230	0-160	0.4%	115-230
Range	1-030	0-170	-0-180	-51.4%	1-190
ATR	0-195	0-193	-0-002	-0.9%	0-000
Volume	629	1,357	728	115.7%	2,241

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-050	116-310	116-004
R3	116-200	116-140	115-277
R2	116-030	116-030	115-261
R1	115-290	115-290	115-246	116-000
PP	115-180	115-180	115-180	115-195
S1	115-120	115-120	115-214	115-150
S2	115-010	115-010	115-199
S3	114-160	114-270	115-183
S4	113-310	114-100	115-136

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-317	119-143	116-190
R3	118-127	117-273	116-050
R2	116-257	116-257	116-004
R1	116-083	116-083	115-277	116-170
PP	115-067	115-067	115-067	115-110
S1	114-213	114-213	115-183	114-300
S2	113-197	113-197	115-136
S3	112-007	113-023	115-090
S4	110-137	111-153	114-270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-240	114-050	1-190	1.4%	0-190	0.5%	98%	True	False	448
10	115-240	113-210	2-030	1.8%	0-177	0.5%	99%	True	False	282
20	116-210	113-180	3-030	2.7%	0-124	0.3%	70%	False	False	147

Crabel Price Patterns
NR	True
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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-002
2.618	117-045
1.618	116-195
1.000	116-090
0.618	116-025
HIGH	115-240
0.618	115-175
0.500	115-155
0.382	115-135
LOW	115-070
0.618	114-285
1.000	114-220
1.618	114-115
2.618	113-265
4.250	112-308

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	115-205	115-148
PP	115-180	115-067
S1	115-155	114-305

Download as Excel Spreadsheet

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

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