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 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |