ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 09-Jun-2010

Day Change Summary
	Previous	Current
	08-Jun-2010	09-Jun-2010	Change	Change %	Previous Week
Open	121-275	121-200	-0-075	-0.2%	120-185
High	121-310	121-260	-0-050	-0.1%	121-190
Low	121-170	121-085	-0-085	-0.2%	119-220
Close	121-260	121-205	-0-055	-0.1%	121-175
Range	0-140	0-175	0-035	25.0%	1-290
ATR	0-290	0-282	-0-008	-2.8%	0-000
Volume	60,642	88,265	27,623	45.6%	853,563

Daily Pivots for day following 09-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-068	122-312	121-301
R3	122-213	122-137	121-253
R2	122-038	122-038	121-237
R1	121-282	121-282	121-221	122-000
PP	121-183	121-183	121-183	121-202
S1	121-107	121-107	121-189	121-145
S2	121-008	121-008	121-173
S3	120-153	120-252	121-157
S4	119-298	120-077	121-109

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%	0-255	0.7%	83%	False	False	85,164
10	122-010	119-220	2-110	1.9%	0-270	0.7%	83%	False	False	755,132
20	122-145	118-155	3-310	3.3%	0-282	0.7%	80%	False	False	1,104,245
40	122-145	116-025	6-120	5.2%	0-278	0.7%	87%	False	False	1,163,581
60	122-145	114-265	7-200	6.3%	0-246	0.6%	89%	False	False	1,063,675
80	122-145	114-265	7-200	6.3%	0-227	0.6%	89%	False	False	935,444
100	122-145	114-265	7-200	6.3%	0-210	0.5%	89%	False	False	749,063
120	122-145	113-180	8-285	7.3%	0-196	0.5%	91%	False	False	624,243

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-044
2.618	123-078
1.618	122-223
1.000	122-115
0.618	122-048
HIGH	121-260
0.618	121-193
0.500	121-172
0.382	121-152
LOW	121-085
0.618	120-297
1.000	120-230
1.618	120-122
2.618	119-267
4.250	118-301

Fisher Pivots for day following 09-Jun-2010
Pivot	1 day	3 day
R1	121-194	121-205
PP	121-183	121-205
S1	121-172	121-205

Download as Excel Spreadsheet

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

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