ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	115-280	116-110	0-150	0.4%	115-210
High	116-110	116-150	0-040	0.1%	116-150
Low	115-250	116-070	0-140	0.4%	115-160
Close	116-080	116-110	0-030	0.1%	116-110
Range	0-180	0-080	-0-100	-55.6%	0-310
ATR	0-188	0-180	-0-008	-4.1%	0-000
Volume	269	3,928	3,659	1,360.2%	5,554

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	117-030	116-310	116-154
R3	116-270	116-230	116-132
R2	116-190	116-190	116-125
R1	116-150	116-150	116-117	116-150
PP	116-110	116-110	116-110	116-110
S1	116-070	116-070	116-103	116-070
S2	116-030	116-030	116-095
S3	115-270	115-310	116-088
S4	115-190	115-230	116-066

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-003	118-207	116-280
R3	118-013	117-217	116-195
R2	117-023	117-023	116-167
R1	116-227	116-227	116-138	116-285
PP	116-033	116-033	116-033	116-062
S1	115-237	115-237	116-082	115-295
S2	115-043	115-043	116-053
S3	114-053	114-247	116-025
S4	113-063	113-257	115-260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-150	115-070	1-080	1.1%	0-134	0.4%	90%	True	False	1,382
10	116-150	114-040	2-110	2.0%	0-166	0.4%	95%	True	False	788
20	116-150	113-180	2-290	2.5%	0-142	0.4%	96%	True	False	424

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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-170
2.618	117-039
1.618	116-279
1.000	116-230
0.618	116-199
HIGH	116-150
0.618	116-119
0.500	116-110
0.382	116-101
LOW	116-070
0.618	116-021
1.000	115-310
1.618	115-261
2.618	115-181
4.250	115-050

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	116-110	116-085
PP	116-110	116-060
S1	116-110	116-035

Download as Excel Spreadsheet

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

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