ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 15-Jun-2010

Day Change Summary
	Previous	Current
	14-Jun-2010	15-Jun-2010	Change	Change %	Previous Week
Open	121-000	121-020	0-020	0.1%	121-245
High	121-035	121-075	0-040	0.1%	122-010
Low	120-165	120-210	0-045	0.1%	120-190
Close	120-305	120-230	-0-075	-0.2%	121-125
Range	0-190	0-185	-0-005	-2.6%	1-140
ATR	0-284	0-277	-0-007	-2.5%	0-000
Volume	29,209	28,906	-303	-1.0%	310,090

Daily Pivots for day following 15-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-193	122-077	121-012
R3	122-008	121-212	120-281
R2	121-143	121-143	120-264
R1	121-027	121-027	120-247	120-312
PP	120-278	120-278	120-278	120-261
S1	120-162	120-162	120-213	120-128
S2	120-093	120-093	120-196
S3	119-228	119-297	120-179
S4	119-043	119-112	120-128

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	121-260	120-165	1-095	1.1%	0-232	0.6%	16%	False	False	44,895
10	122-010	119-220	2-110	1.9%	0-249	0.6%	44%	False	False	78,225
20	122-145	119-100	3-045	2.6%	0-279	0.7%	45%	False	False	881,256
40	122-145	116-100	6-045	5.1%	0-284	0.7%	72%	False	False	1,052,238
60	122-145	114-265	7-200	6.3%	0-252	0.7%	77%	False	False	1,017,702
80	122-145	114-265	7-200	6.3%	0-229	0.6%	77%	False	False	935,790
100	122-145	114-265	7-200	6.3%	0-215	0.6%	77%	False	False	750,369
120	122-145	113-180	8-285	7.4%	0-203	0.5%	80%	False	False	625,378

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-221
2.618	122-239
1.618	122-054
1.000	121-260
0.618	121-189
HIGH	121-075
0.618	121-004
0.500	120-302
0.382	120-281
LOW	120-210
0.618	120-096
1.000	120-025
1.618	119-231
2.618	119-046
4.250	118-064

Fisher Pivots for day following 15-Jun-2010
Pivot	1 day	3 day
R1	120-302	120-305
PP	120-278	120-280
S1	120-254	120-255

Download as Excel Spreadsheet

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

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