ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 27-Jan-2010

Day Change Summary
	Previous	Current
	26-Jan-2010	27-Jan-2010	Change	Change %	Previous Week
Open	116-170	116-100	-0-070	-0.2%	115-210
High	116-170	116-210	0-040	0.1%	116-150
Low	116-080	116-020	-0-060	-0.2%	115-160
Close	116-090	116-040	-0-050	-0.1%	116-110
Range	0-090	0-190	0-100	111.1%	0-310
ATR	0-171	0-173	0-001	0.8%	0-000
Volume	564	2,923	2,359	418.3%	5,554

Daily Pivots for day following 27-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-020	117-220	116-144
R3	117-150	117-030	116-092
R2	116-280	116-280	116-075
R1	116-160	116-160	116-057	116-125
PP	116-090	116-090	116-090	116-072
S1	115-290	115-290	116-023	115-255
S2	115-220	115-220	116-005
S3	115-030	115-100	115-308
S4	114-160	114-230	115-256

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	116-210	115-250	0-280	0.8%	0-122	0.3%	39%	True	False	1,869
10	116-210	114-050	2-160	2.2%	0-152	0.4%	79%	True	False	1,277
20	116-210	113-180	3-030	2.7%	0-152	0.4%	83%	True	False	682

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	0-028
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	119-058
2.618	118-067
1.618	117-197
1.000	117-080
0.618	117-007
HIGH	116-210
0.618	116-137
0.500	116-115
0.382	116-093
LOW	116-020
0.618	115-223
1.000	115-150
1.618	115-033
2.618	114-163
4.250	113-172

Fisher Pivots for day following 27-Jan-2010
Pivot	1 day	3 day
R1	116-115	116-105
PP	116-090	116-083
S1	116-065	116-062

Download as Excel Spreadsheet

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

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