ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Jun-2010 | 
                    04-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        120-120 | 
                        120-080 | 
                        -0-040 | 
                        -0.1% | 
                        120-185 | 
                     
                    
                        | High | 
                        120-145 | 
                        121-190 | 
                        1-045 | 
                        0.9% | 
                        121-190 | 
                     
                    
                        | Low | 
                        119-220 | 
                        120-045 | 
                        0-145 | 
                        0.4% | 
                        119-220 | 
                     
                    
                        | Close | 
                        120-060 | 
                        121-175 | 
                        1-115 | 
                        1.1% | 
                        121-175 | 
                     
                    
                        | Range | 
                        0-245 | 
                        1-145 | 
                        0-220 | 
                        89.8% | 
                        1-290 | 
                     
                    
                        | ATR | 
                        0-293 | 
                        0-305 | 
                        0-012 | 
                        4.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        127,566 | 
                        66,260 | 
                        -61,306 | 
                        -48.1% | 
                        853,563 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125-145 | 
                124-305 | 
                122-111 | 
                 | 
             
            
                | R3 | 
                124-000 | 
                123-160 | 
                121-303 | 
                 | 
             
            
                | R2 | 
                122-175 | 
                122-175 | 
                121-260 | 
                 | 
             
            
                | R1 | 
                122-015 | 
                122-015 | 
                121-218 | 
                122-095 | 
             
            
                | PP | 
                121-030 | 
                121-030 | 
                121-030 | 
                121-070 | 
             
            
                | S1 | 
                120-190 | 
                120-190 | 
                121-132 | 
                120-270 | 
             
            
                | S2 | 
                119-205 | 
                119-205 | 
                121-090 | 
                 | 
             
            
                | S3 | 
                118-060 | 
                119-045 | 
                121-047 | 
                 | 
             
            
                | S4 | 
                116-235 | 
                117-220 | 
                120-239 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                126-212 | 
                126-003 | 
                122-190 | 
                 | 
             
            
                | R3 | 
                124-242 | 
                124-033 | 
                122-023 | 
                 | 
             
            
                | R2 | 
                122-272 | 
                122-272 | 
                121-287 | 
                 | 
             
            
                | R1 | 
                122-063 | 
                122-063 | 
                121-231 | 
                122-168 | 
             
            
                | PP | 
                120-302 | 
                120-302 | 
                120-302 | 
                121-034 | 
             
            
                | S1 | 
                120-093 | 
                120-093 | 
                121-119 | 
                120-198 | 
             
            
                | S2 | 
                119-012 | 
                119-012 | 
                121-063 | 
                 | 
             
            
                | S3 | 
                117-042 | 
                118-123 | 
                121-007 | 
                 | 
             
            
                | S4 | 
                115-072 | 
                116-153 | 
                120-160 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                121-190 | 
                119-220 | 
                1-290 | 
                1.6% | 
                0-283 | 
                0.7% | 
                98% | 
                True | 
                False | 
                568,182 | 
                 
                
                | 10 | 
                122-145 | 
                119-220 | 
                2-245 | 
                2.3% | 
                0-303 | 
                0.8% | 
                67% | 
                False | 
                False | 
                1,298,033 | 
                 
                
                | 20 | 
                122-145 | 
                118-120 | 
                4-025 | 
                3.4% | 
                0-311 | 
                0.8% | 
                78% | 
                False | 
                False | 
                1,367,881 | 
                 
                
                | 40 | 
                122-145 | 
                115-185 | 
                6-280 | 
                5.7% | 
                0-278 | 
                0.7% | 
                87% | 
                False | 
                False | 
                1,223,346 | 
                 
                
                | 60 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-244 | 
                0.6% | 
                88% | 
                False | 
                False | 
                1,101,626 | 
                 
                
                | 80 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-224 | 
                0.6% | 
                88% | 
                False | 
                False | 
                932,773 | 
                 
                
                | 100 | 
                122-145 | 
                114-050 | 
                8-095 | 
                6.8% | 
                0-211 | 
                0.5% | 
                89% | 
                False | 
                False | 
                746,763 | 
                 
                
                | 120 | 
                122-145 | 
                113-180 | 
                8-285 | 
                7.3% | 
                0-196 | 
                0.5% | 
                90% | 
                False | 
                False | 
                622,310 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            127-246 | 
         
        
            | 
2.618             | 
            125-127 | 
         
        
            | 
1.618             | 
            123-302 | 
         
        
            | 
1.000             | 
            123-015 | 
         
        
            | 
0.618             | 
            122-157 | 
         
        
            | 
HIGH             | 
            121-190 | 
         
        
            | 
0.618             | 
            121-012 | 
         
        
            | 
0.500             | 
            120-278 | 
         
        
            | 
0.382             | 
            120-223 | 
         
        
            | 
LOW             | 
            120-045 | 
         
        
            | 
0.618             | 
            119-078 | 
         
        
            | 
1.000             | 
            118-220 | 
         
        
            | 
1.618             | 
            117-253 | 
         
        
            | 
2.618             | 
            116-108 | 
         
        
            | 
4.250             | 
            113-309 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-102 | 
                                121-078 | 
                             
                            
                                | PP | 
                                121-030 | 
                                120-302 | 
                             
                            
                                | S1 | 
                                120-278 | 
                                120-205 | 
                             
             
         |