ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	121-245	121-275	0-030	0.1%	120-185
High	122-010	121-310	-0-020	-0.1%	121-190
Low	121-080	121-170	0-090	0.2%	119-220
Close	121-210	121-260	0-050	0.1%	121-175
Range	0-250	0-140	-0-110	-44.0%	1-290
ATR	0-301	0-290	-0-012	-3.8%	0-000
Volume	83,088	60,642	-22,446	-27.0%	853,563

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-027	122-283	122-017
R3	122-207	122-143	121-298
R2	122-067	122-067	121-286
R1	122-003	122-003	121-273	121-285
PP	121-247	121-247	121-247	121-228
S1	121-183	121-183	121-247	121-145
S2	121-107	121-107	121-234
S3	120-287	121-043	121-222
S4	120-147	120-223	121-183

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	122-010	119-220	2-110	1.9%	0-266	0.7%	91%	False	False	111,555
10	122-145	119-220	2-245	2.3%	0-286	0.7%	77%	False	False	894,394
20	122-145	118-155	3-310	3.3%	0-287	0.7%	84%	False	False	1,166,817
40	122-145	116-025	6-120	5.2%	0-278	0.7%	90%	False	False	1,183,463
60	122-145	114-265	7-200	6.3%	0-245	0.6%	92%	False	False	1,079,422
80	122-145	114-265	7-200	6.3%	0-225	0.6%	92%	False	False	934,428
100	122-145	114-265	7-200	6.3%	0-210	0.5%	92%	False	False	748,193
120	122-145	113-180	8-285	7.3%	0-195	0.5%	93%	False	False	623,508

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	123-265
2.618	123-037
1.618	122-217
1.000	122-130
0.618	122-077
HIGH	121-310
0.618	121-257
0.500	121-240
0.382	121-223
LOW	121-170
0.618	121-083
1.000	121-030
1.618	120-263
2.618	120-123
4.250	119-215

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	121-253	121-182
PP	121-247	121-105
S1	121-240	121-028

Download as Excel Spreadsheet

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

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