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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |