ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 16-Jun-2010

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	121-020	120-225	-0-115	-0.3%	121-245
High	121-075	121-080	0-005	0.0%	122-010
Low	120-210	120-220	0-010	0.0%	120-190
Close	120-230	120-285	0-055	0.1%	121-125
Range	0-185	0-180	-0-005	-2.7%	1-140
ATR	0-277	0-270	-0-007	-2.5%	0-000
Volume	28,906	16,707	-12,199	-42.2%	310,090

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-202	122-103	121-064
R3	122-022	121-243	121-014
R2	121-162	121-162	120-318
R1	121-063	121-063	120-302	121-112
PP	120-302	120-302	120-302	121-006
S1	120-203	120-203	120-268	120-252
S2	120-122	120-122	120-252
S3	119-262	120-023	120-236
S4	119-082	119-163	120-186

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	121-225	120-165	1-060	1.0%	0-233	0.6%	32%	False	False	30,583
10	122-010	119-220	2-110	1.9%	0-244	0.6%	51%	False	False	57,873
20	122-145	119-220	2-245	2.3%	0-271	0.7%	44%	False	False	821,271
40	122-145	116-100	6-045	5.1%	0-285	0.7%	75%	False	False	1,031,982
60	122-145	114-265	7-200	6.3%	0-252	0.7%	80%	False	False	1,005,778
80	122-145	114-265	7-200	6.3%	0-230	0.6%	80%	False	False	935,165
100	122-145	114-265	7-200	6.3%	0-216	0.6%	80%	False	False	750,520
120	122-145	113-180	8-285	7.4%	0-204	0.5%	82%	False	False	625,518

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-205
2.618	122-231
1.618	122-051
1.000	121-260
0.618	121-191
HIGH	121-080
0.618	121-011
0.500	120-310
0.382	120-289
LOW	120-220
0.618	120-109
1.000	120-040
1.618	119-249
2.618	119-069
4.250	118-095

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	120-310	120-284
PP	120-302	120-283
S1	120-293	120-282

Download as Excel Spreadsheet

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

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