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

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	0-036
Narrowest range in 3 trading days

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

Download as Excel Spreadsheet

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

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