ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	115-210	115-260	0-050	0.1%	114-050
High	116-000	116-000	0-000	0.0%	115-240
Low	115-160	115-240	0-080	0.2%	114-050
Close	115-160	115-270	0-110	0.3%	115-230
Range	0-160	0-080	-0-080	-50.0%	1-190
ATR	0-191	0-189	-0-002	-1.2%	0-000
Volume	792	565	-227	-28.7%	2,241

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	116-197	116-153	115-314
R3	116-117	116-073	115-292
R2	116-037	116-037	115-285
R1	115-313	115-313	115-277	116-015
PP	115-277	115-277	115-277	115-288
S1	115-233	115-233	115-263	115-255
S2	115-197	115-197	115-255
S3	115-117	115-153	115-248
S4	115-037	115-073	115-226

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%	0-182	0.5%	92%	True	False	685
10	116-000	114-000	2-000	1.7%	0-164	0.4%	92%	True	False	370
20	116-070	113-180	2-210	2.3%	0-130	0.4%	86%	False	False	215

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-023
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	117-020
2.618	116-209
1.618	116-129
1.000	116-080
0.618	116-049
HIGH	116-000
0.618	115-289
0.500	115-280
0.382	115-271
LOW	115-240
0.618	115-191
1.000	115-160
1.618	115-111
2.618	115-031
4.250	114-220

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	115-280	115-245
PP	115-277	115-220
S1	115-273	115-195

Download as Excel Spreadsheet

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

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