ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 07-Jun-2010

Day Change Summary
	Previous	Current
	04-Jun-2010	07-Jun-2010	Change	Change %	Previous Week
Open	119-130	120-280	1-150	1.2%	119-260
High	120-250	121-080	0-150	0.4%	120-250
Low	119-090	120-140	1-050	1.0%	118-260
Close	120-240	120-280	0-040	0.1%	120-240
Range	1-160	0-260	-0-220	-45.8%	1-310
ATR	0-300	0-297	-0-003	-0.9%	0-000
Volume	1,174,377	1,426,845	252,468	21.5%	4,361,965

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-093	122-287	121-103
R3	122-153	122-027	121-032
R2	121-213	121-213	121-008
R1	121-087	121-087	120-304	121-090
PP	120-273	120-273	120-273	120-275
S1	120-147	120-147	120-256	120-150
S2	120-013	120-013	120-232
S3	119-073	119-207	120-208
S4	118-133	118-267	120-137

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	126-007	125-113	121-266
R3	124-017	123-123	121-093
R2	122-027	122-027	121-036
R1	121-133	121-133	120-298	121-240
PP	120-037	120-037	120-037	120-090
S1	119-143	119-143	120-182	119-250
S2	118-047	118-047	120-124
S3	116-057	117-153	120-067
S4	114-067	115-163	119-214

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-080	118-260	2-140	2.0%	0-308	0.8%	85%	True	False	1,157,762
10	121-210	118-260	2-270	2.4%	0-301	0.8%	73%	False	False	911,428
20	121-210	117-060	4-150	3.7%	0-296	0.8%	83%	False	False	474,306
40	121-210	114-230	6-300	5.7%	0-261	0.7%	89%	False	False	238,719
60	121-210	113-150	8-060	6.8%	0-201	0.5%	90%	False	False	159,438
80	121-210	113-150	8-060	6.8%	0-152	0.4%	90%	False	False	119,596

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-225
2.618	123-121
1.618	122-181
1.000	122-020
0.618	121-241
HIGH	121-080
0.618	120-301
0.500	120-270
0.382	120-239
LOW	120-140
0.618	119-299
1.000	119-200
1.618	119-039
2.618	118-099
4.250	116-315

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	120-277	120-190
PP	120-273	120-100
S1	120-270	120-010

Download as Excel Spreadsheet

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

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