ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	120-225	121-050	0-145	0.4%	121-245
High	121-080	121-210	0-130	0.3%	122-010
Low	120-220	120-255	0-035	0.1%	120-190
Close	120-285	121-175	0-210	0.5%	121-125
Range	0-180	0-275	0-095	52.8%	1-140
ATR	0-270	0-271	0-000	0.1%	0-000
Volume	16,707	18,562	1,855	11.1%	310,090

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-292	123-188	122-006
R3	123-017	122-233	121-251
R2	122-062	122-062	121-225
R1	121-278	121-278	121-200	122-010
PP	121-107	121-107	121-107	121-132
S1	121-003	121-003	121-150	121-055
S2	120-152	120-152	121-125
S3	119-197	120-048	121-099
S4	118-242	119-093	121-024

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	121-210	120-165	1-045	0.9%	0-217	0.6%	90%	True	False	23,328
10	122-010	120-045	1-285	1.6%	0-247	0.6%	74%	False	False	46,973
20	122-145	119-220	2-245	2.3%	0-274	0.7%	67%	False	False	750,116
40	122-145	116-100	6-045	5.1%	0-288	0.7%	85%	False	False	1,012,354
60	122-145	114-265	7-200	6.3%	0-255	0.7%	88%	False	False	996,112
80	122-145	114-265	7-200	6.3%	0-229	0.6%	88%	False	False	932,809
100	122-145	114-265	7-200	6.3%	0-218	0.6%	88%	False	False	750,700
120	122-145	113-180	8-285	7.3%	0-206	0.5%	90%	False	False	625,672

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	125-099
2.618	123-290
1.618	123-015
1.000	122-165
0.618	122-060
HIGH	121-210
0.618	121-105
0.500	121-072
0.382	121-040
LOW	120-255
0.618	120-085
1.000	119-300
1.618	119-130
2.618	118-175
4.250	117-046

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	121-141	121-133
PP	121-107	121-092
S1	121-072	121-050

Download as Excel Spreadsheet

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

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