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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 19 trading days

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

Download as Excel Spreadsheet

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

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