ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jun-2010 | 
                    10-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-200 | 
                        121-225 | 
                        0-025 | 
                        0.1% | 
                        120-185 | 
                     
                    
                        | High | 
                        121-260 | 
                        121-225 | 
                        -0-035 | 
                        -0.1% | 
                        121-190 | 
                     
                    
                        | Low | 
                        121-085 | 
                        120-190 | 
                        -0-215 | 
                        -0.6% | 
                        119-220 | 
                     
                    
                        | Close | 
                        121-205 | 
                        120-200 | 
                        -1-005 | 
                        -0.8% | 
                        121-175 | 
                     
                    
                        | Range | 
                        0-175 | 
                        1-035 | 
                        0-180 | 
                        102.9% | 
                        1-290 | 
                     
                    
                        | ATR | 
                        0-282 | 
                        0-287 | 
                        0-005 | 
                        1.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        88,265 | 
                        54,838 | 
                        -33,427 | 
                        -37.9% | 
                        853,563 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124-097 | 
                123-183 | 
                121-075 | 
                 | 
             
            
                | R3 | 
                123-062 | 
                122-148 | 
                120-298 | 
                 | 
             
            
                | R2 | 
                122-027 | 
                122-027 | 
                120-265 | 
                 | 
             
            
                | R1 | 
                121-113 | 
                121-113 | 
                120-233 | 
                121-052 | 
             
            
                | PP | 
                120-312 | 
                120-312 | 
                120-312 | 
                120-281 | 
             
            
                | S1 | 
                120-078 | 
                120-078 | 
                120-167 | 
                120-018 | 
             
            
                | S2 | 
                119-277 | 
                119-277 | 
                120-135 | 
                 | 
             
            
                | S3 | 
                118-242 | 
                119-043 | 
                120-102 | 
                 | 
             
            
                | S4 | 
                117-207 | 
                118-008 | 
                120-005 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                120-045 | 
                1-285 | 
                1.6% | 
                0-277 | 
                0.7% | 
                26% | 
                False | 
                False | 
                70,618 | 
                 
                
                | 10 | 
                122-010 | 
                119-220 | 
                2-110 | 
                1.9% | 
                0-274 | 
                0.7% | 
                40% | 
                False | 
                False | 
                546,680 | 
                 
                
                | 20 | 
                122-145 | 
                118-155 | 
                3-310 | 
                3.3% | 
                0-288 | 
                0.7% | 
                54% | 
                False | 
                False | 
                1,049,735 | 
                 
                
                | 40 | 
                122-145 | 
                116-025 | 
                6-120 | 
                5.3% | 
                0-283 | 
                0.7% | 
                71% | 
                False | 
                False | 
                1,136,531 | 
                 
                
                | 60 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-248 | 
                0.6% | 
                76% | 
                False | 
                False | 
                1,054,546 | 
                 
                
                | 80 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-229 | 
                0.6% | 
                76% | 
                False | 
                False | 
                936,042 | 
                 
                
                | 100 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-212 | 
                0.5% | 
                76% | 
                False | 
                False | 
                749,603 | 
                 
                
                | 120 | 
                122-145 | 
                113-180 | 
                8-285 | 
                7.4% | 
                0-198 | 
                0.5% | 
                79% | 
                False | 
                False | 
                624,700 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            126-134 | 
         
        
            | 
2.618             | 
            124-194 | 
         
        
            | 
1.618             | 
            123-159 | 
         
        
            | 
1.000             | 
            122-260 | 
         
        
            | 
0.618             | 
            122-124 | 
         
        
            | 
HIGH             | 
            121-225 | 
         
        
            | 
0.618             | 
            121-089 | 
         
        
            | 
0.500             | 
            121-048 | 
         
        
            | 
0.382             | 
            121-006 | 
         
        
            | 
LOW             | 
            120-190 | 
         
        
            | 
0.618             | 
            119-291 | 
         
        
            | 
1.000             | 
            119-155 | 
         
        
            | 
1.618             | 
            118-256 | 
         
        
            | 
2.618             | 
            117-221 | 
         
        
            | 
4.250             | 
            115-281 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-048 | 
                                121-090 | 
                             
                            
                                | PP | 
                                120-312 | 
                                121-020 | 
                             
                            
                                | S1 | 
                                120-256 | 
                                120-270 | 
                             
             
         |