ECBOT 10 Year T-Note Future June 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jun-2010 | 
                    18-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-050 | 
                        121-150 | 
                        0-100 | 
                        0.3% | 
                        121-000 | 
                     
                    
                        | High | 
                        121-210 | 
                        121-195 | 
                        -0-015 | 
                        0.0% | 
                        121-210 | 
                     
                    
                        | Low | 
                        120-255 | 
                        121-070 | 
                        0-135 | 
                        0.3% | 
                        120-165 | 
                     
                    
                        | Close | 
                        121-175 | 
                        121-085 | 
                        -0-090 | 
                        -0.2% | 
                        121-085 | 
                     
                    
                        | Range | 
                        0-275 | 
                        0-125 | 
                        -0-150 | 
                        -54.5% | 
                        1-045 | 
                     
                    
                        | ATR | 
                        0-271 | 
                        0-260 | 
                        -0-010 | 
                        -3.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        18,562 | 
                        17,874 | 
                        -688 | 
                        -3.7% | 
                        111,258 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-172 | 
                122-093 | 
                121-154 | 
                 | 
             
            
                | R3 | 
                122-047 | 
                121-288 | 
                121-119 | 
                 | 
             
            
                | R2 | 
                121-242 | 
                121-242 | 
                121-108 | 
                 | 
             
            
                | R1 | 
                121-163 | 
                121-163 | 
                121-096 | 
                121-140 | 
             
            
                | PP | 
                121-117 | 
                121-117 | 
                121-117 | 
                121-105 | 
             
            
                | S1 | 
                121-038 | 
                121-038 | 
                121-074 | 
                121-015 | 
             
            
                | S2 | 
                120-312 | 
                120-312 | 
                121-062 | 
                 | 
             
            
                | S3 | 
                120-187 | 
                120-233 | 
                121-051 | 
                 | 
             
            
                | S4 | 
                120-062 | 
                120-108 | 
                121-016 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                124-182 | 
                124-018 | 
                121-286 | 
                 | 
             
            
                | R3 | 
                123-137 | 
                122-293 | 
                121-185 | 
                 | 
             
            
                | R2 | 
                122-092 | 
                122-092 | 
                121-152 | 
                 | 
             
            
                | R1 | 
                121-248 | 
                121-248 | 
                121-118 | 
                122-010 | 
             
            
                | PP | 
                121-047 | 
                121-047 | 
                121-047 | 
                121-088 | 
             
            
                | S1 | 
                120-203 | 
                120-203 | 
                121-052 | 
                120-285 | 
             
            
                | S2 | 
                120-002 | 
                120-002 | 
                121-018 | 
                 | 
             
            
                | S3 | 
                118-277 | 
                119-158 | 
                120-305 | 
                 | 
             
            
                | S4 | 
                117-232 | 
                118-113 | 
                120-204 | 
                 | 
             
     
 | 
    
    
    
        
            
                | 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% | 
                0-191 | 
                0.5% | 
                66% | 
                False | 
                False | 
                22,251 | 
                 
                
                | 10 | 
                122-010 | 
                120-165 | 
                1-165 | 
                1.2% | 
                0-213 | 
                0.5% | 
                49% | 
                False | 
                False | 
                42,134 | 
                 
                
                | 20 | 
                122-145 | 
                119-220 | 
                2-245 | 
                2.3% | 
                0-258 | 
                0.7% | 
                57% | 
                False | 
                False | 
                670,084 | 
                 
                
                | 40 | 
                122-145 | 
                116-100 | 
                6-045 | 
                5.1% | 
                0-285 | 
                0.7% | 
                81% | 
                False | 
                False | 
                991,520 | 
                 
                
                | 60 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-250 | 
                0.6% | 
                84% | 
                False | 
                False | 
                986,615 | 
                 
                
                | 80 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-229 | 
                0.6% | 
                84% | 
                False | 
                False | 
                926,124 | 
                 
                
                | 100 | 
                122-145 | 
                114-265 | 
                7-200 | 
                6.3% | 
                0-217 | 
                0.6% | 
                84% | 
                False | 
                False | 
                750,849 | 
                 
                
                | 120 | 
                122-145 | 
                113-180 | 
                8-285 | 
                7.3% | 
                0-206 | 
                0.5% | 
                87% | 
                False | 
                False | 
                625,821 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123-086 | 
         
        
            | 
2.618             | 
            122-202 | 
         
        
            | 
1.618             | 
            122-077 | 
         
        
            | 
1.000             | 
            122-000 | 
         
        
            | 
0.618             | 
            121-272 | 
         
        
            | 
HIGH             | 
            121-195 | 
         
        
            | 
0.618             | 
            121-147 | 
         
        
            | 
0.500             | 
            121-132 | 
         
        
            | 
0.382             | 
            121-118 | 
         
        
            | 
LOW             | 
            121-070 | 
         
        
            | 
0.618             | 
            120-313 | 
         
        
            | 
1.000             | 
            120-265 | 
         
        
            | 
1.618             | 
            120-188 | 
         
        
            | 
2.618             | 
            120-063 | 
         
        
            | 
4.250             | 
            119-179 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-132 | 
                                121-075 | 
                             
                            
                                | PP | 
                                121-117 | 
                                121-065 | 
                             
                            
                                | S1 | 
                                121-101 | 
                                121-055 | 
                             
             
         |