ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	121-225	120-190	-1-035	-0.9%	121-245
High	121-225	121-125	-0-100	-0.3%	122-010
Low	120-190	120-190	0-000	0.0%	120-190
Close	120-200	121-125	0-245	0.6%	121-125
Range	1-035	0-255	-0-100	-28.2%	1-140
ATR	0-287	0-285	-0-002	-0.8%	0-000
Volume	54,838	23,257	-31,581	-57.6%	310,090

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-165	123-080	121-265
R3	122-230	122-145	121-195
R2	121-295	121-295	121-172
R1	121-210	121-210	121-148	121-252
PP	121-040	121-040	121-040	121-061
S1	120-275	120-275	121-102	120-318
S2	120-105	120-105	121-078
S3	119-170	120-020	121-055
S4	118-235	119-085	120-305

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-208	124-307	122-058
R3	124-068	123-167	121-252
R2	122-248	122-248	121-209
R1	122-027	122-027	121-167	121-228
PP	121-108	121-108	121-108	121-049
S1	120-207	120-207	121-083	120-088
S2	119-288	119-288	121-041
S3	118-148	119-067	120-318
S4	117-008	117-247	120-192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-010	120-190	1-140	1.2%	0-235	0.6%	55%	False	True	62,018
10	122-010	119-220	2-110	1.9%	0-259	0.7%	73%	False	False	315,100
20	122-145	119-000	3-145	2.8%	0-291	0.7%	69%	False	False	1,000,445
40	122-145	116-100	6-045	5.1%	0-286	0.7%	83%	False	False	1,111,739
60	122-145	114-265	7-200	6.3%	0-251	0.6%	86%	False	False	1,041,164
80	122-145	114-265	7-200	6.3%	0-229	0.6%	86%	False	False	936,106
100	122-145	114-265	7-200	6.3%	0-214	0.6%	86%	False	False	749,830
120	122-145	113-180	8-285	7.3%	0-200	0.5%	88%	False	False	624,894

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-249
2.618	123-153
1.618	122-218
1.000	122-060
0.618	121-283
HIGH	121-125
0.618	121-028
0.500	120-318
0.382	120-287
LOW	120-190
0.618	120-032
1.000	119-255
1.618	119-097
2.618	118-162
4.250	117-066

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	121-082	121-105
PP	121-040	121-085
S1	120-318	121-065

Download as Excel Spreadsheet

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

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