ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 01-Jun-2010

Day Change Summary
	Previous	Current
	28-May-2010	01-Jun-2010	Change	Change %	Previous Week
Open	120-065	120-185	0-120	0.3%	121-020
High	120-230	121-100	0-190	0.5%	122-145
Low	120-055	120-120	0-065	0.2%	120-045
Close	120-215	120-215	0-000	0.0%	120-215
Range	0-175	0-300	0-125	71.4%	2-100
ATR	0-302	0-302	0-000	0.0%	0-000
Volume	1,987,347	439,517	-1,547,830	-77.9%	10,061,335

Daily Pivots for day following 01-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-192	123-023	121-060
R3	122-212	122-043	120-298
R2	121-232	121-232	120-270
R1	121-063	121-063	120-242	121-148
PP	120-252	120-252	120-252	120-294
S1	120-083	120-083	120-188	120-168
S2	119-272	119-272	120-160
S3	118-292	119-103	120-132
S4	117-312	118-123	120-050

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	128-008	126-212	121-302
R3	125-228	124-112	121-098
R2	123-128	123-128	121-031
R1	122-012	122-012	120-283	121-180
PP	121-028	121-028	121-028	120-272
S1	119-232	119-232	120-147	119-080
S2	118-248	118-248	120-079
S3	116-148	117-132	120-012
S4	114-048	115-032	119-128

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-145	120-045	2-100	1.9%	0-306	0.8%	23%	False	False	1,677,233
10	122-145	119-100	3-045	2.6%	0-310	0.8%	43%	False	False	1,684,288
20	122-145	117-170	4-295	4.1%	1-017	0.9%	64%	False	False	1,525,774
40	122-145	115-010	7-135	6.2%	0-268	0.7%	76%	False	False	1,283,049
60	122-145	114-265	7-200	6.3%	0-235	0.6%	77%	False	False	1,129,678
80	122-145	114-265	7-200	6.3%	0-216	0.6%	77%	False	False	927,806
100	122-145	114-040	8-105	6.9%	0-207	0.5%	79%	False	False	742,625
120	122-145	113-180	8-285	7.4%	0-190	0.5%	80%	False	False	618,860

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-041
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-095
2.618	123-245
1.618	122-265
1.000	122-080
0.618	121-285
HIGH	121-100
0.618	120-305
0.500	120-270
0.382	120-235
LOW	120-120
0.618	119-255
1.000	119-140
1.618	118-275
2.618	117-295
4.250	116-125

Fisher Pivots for day following 01-Jun-2010
Pivot	1 day	3 day
R1	120-270	120-250
PP	120-252	120-238
S1	120-233	120-227

Download as Excel Spreadsheet

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

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