ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jun-2010 | 
                    14-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        120-190 | 
                        121-000 | 
                        0-130 | 
                        0.3% | 
                        121-245 | 
                     
                    
                        | High | 
                        121-125 | 
                        121-035 | 
                        -0-090 | 
                        -0.2% | 
                        122-010 | 
                     
                    
                        | Low | 
                        120-190 | 
                        120-165 | 
                        -0-025 | 
                        -0.1% | 
                        120-190 | 
                     
                    
                        | Close | 
                        121-125 | 
                        120-305 | 
                        -0-140 | 
                        -0.4% | 
                        121-125 | 
                     
                    
                        | Range | 
                        0-255 | 
                        0-190 | 
                        -0-065 | 
                        -25.5% | 
                        1-140 | 
                     
                    
                        | ATR | 
                        0-285 | 
                        0-284 | 
                        0-000 | 
                        -0.1% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        23,257 | 
                        29,209 | 
                        5,952 | 
                        25.6% | 
                        310,090 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-205 | 
                122-125 | 
                121-090 | 
                 | 
             
            
                | R3 | 
                122-015 | 
                121-255 | 
                121-037 | 
                 | 
             
            
                | R2 | 
                121-145 | 
                121-145 | 
                121-020 | 
                 | 
             
            
                | R1 | 
                121-065 | 
                121-065 | 
                121-002 | 
                121-010 | 
             
            
                | PP | 
                120-275 | 
                120-275 | 
                120-275 | 
                120-248 | 
             
            
                | S1 | 
                120-195 | 
                120-195 | 
                120-288 | 
                120-140 | 
             
            
                | S2 | 
                120-085 | 
                120-085 | 
                120-270 | 
                 | 
             
            
                | S3 | 
                119-215 | 
                120-005 | 
                120-253 | 
                 | 
             
            
                | S4 | 
                119-025 | 
                119-135 | 
                120-200 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                121-310 | 
                120-165 | 
                1-145 | 
                1.2% | 
                0-223 | 
                0.6% | 
                30% | 
                False | 
                True | 
                51,242 | 
                 
                
                | 10 | 
                122-010 | 
                119-220 | 
                2-110 | 
                1.9% | 
                0-260 | 
                0.7% | 
                54% | 
                False | 
                False | 
                119,286 | 
                 
                
                | 20 | 
                122-145 | 
                119-100 | 
                3-045 | 
                2.6% | 
                0-284 | 
                0.7% | 
                52% | 
                False | 
                False | 
                946,384 | 
                 
                
                | 40 | 
                122-145 | 
                116-100 | 
                6-045 | 
                5.1% | 
                0-284 | 
                0.7% | 
                76% | 
                False | 
                False | 
                1,086,836 | 
                 
                
                | 60 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-251 | 
                0.6% | 
                80% | 
                False | 
                False | 
                1,030,912 | 
                 
                
                | 80 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-228 | 
                0.6% | 
                80% | 
                False | 
                False | 
                936,099 | 
                 
                
                | 100 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-214 | 
                0.6% | 
                80% | 
                False | 
                False | 
                750,119 | 
                 
                
                | 120 | 
                122-145 | 
                113-180 | 
                8-285 | 
                7.4% | 
                0-202 | 
                0.5% | 
                83% | 
                False | 
                False | 
                625,137 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123-202 | 
         
        
            | 
2.618             | 
            122-212 | 
         
        
            | 
1.618             | 
            122-022 | 
         
        
            | 
1.000             | 
            121-225 | 
         
        
            | 
0.618             | 
            121-152 | 
         
        
            | 
HIGH             | 
            121-035 | 
         
        
            | 
0.618             | 
            120-282 | 
         
        
            | 
0.500             | 
            120-260 | 
         
        
            | 
0.382             | 
            120-238 | 
         
        
            | 
LOW             | 
            120-165 | 
         
        
            | 
0.618             | 
            120-048 | 
         
        
            | 
1.000             | 
            119-295 | 
         
        
            | 
1.618             | 
            119-178 | 
         
        
            | 
2.618             | 
            118-308 | 
         
        
            | 
4.250             | 
            117-318 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-290 | 
                                121-035 | 
                             
                            
                                | PP | 
                                120-275 | 
                                121-018 | 
                             
                            
                                | S1 | 
                                120-260 | 
                                121-002 | 
                             
             
         |