ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	115-070	115-210	0-140	0.4%	114-050
High	115-240	116-000	0-080	0.2%	115-240
Low	115-070	115-160	0-090	0.2%	114-050
Close	115-230	115-160	-0-070	-0.2%	115-230
Range	0-170	0-160	-0-010	-5.9%	1-190
ATR	0-193	0-191	-0-002	-1.2%	0-000
Volume	1,357	792	-565	-41.6%	2,241

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-053	116-267	115-248
R3	116-213	116-107	115-204
R2	116-053	116-053	115-189
R1	115-267	115-267	115-175	115-240
PP	115-213	115-213	115-213	115-200
S1	115-107	115-107	115-145	115-080
S2	115-053	115-053	115-131
S3	114-213	114-267	115-116
S4	114-053	114-107	115-072

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	116-000	114-050	1-270	1.6%	0-194	0.5%	73%	True	False	589
10	116-000	114-000	2-000	1.7%	0-172	0.5%	75%	True	False	320
20	116-210	113-180	3-030	2.7%	0-126	0.3%	63%	False	False	186

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	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-040
2.618	117-099
1.618	116-259
1.000	116-160
0.618	116-099
HIGH	116-000
0.618	115-259
0.500	115-240
0.382	115-221
LOW	115-160
0.618	115-061
1.000	115-000
1.618	114-221
2.618	114-061
4.250	113-120

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	115-240	115-115
PP	115-213	115-070
S1	115-187	115-025

Download as Excel Spreadsheet

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

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