ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	120-280	121-050	0-090	0.2%	119-260
High	121-080	121-070	-0-010	0.0%	120-250
Low	120-140	120-230	0-090	0.2%	118-260
Close	120-280	121-010	0-050	0.1%	120-240
Range	0-260	0-160	-0-100	-38.5%	1-310
ATR	0-297	0-287	-0-010	-3.3%	0-000
Volume	1,426,845	952,271	-474,574	-33.3%	4,361,965

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-157	122-083	121-098
R3	121-317	121-243	121-054
R2	121-157	121-157	121-039
R1	121-083	121-083	121-025	121-040
PP	120-317	120-317	120-317	120-295
S1	120-243	120-243	120-315	120-200
S2	120-157	120-157	120-301
S3	119-317	120-083	120-286
S4	119-157	119-243	120-242

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%	0-280	0.7%	91%	False	False	1,166,990
10	121-210	118-260	2-270	2.3%	0-298	0.8%	78%	False	False	987,381
20	121-210	117-140	4-070	3.5%	0-287	0.7%	85%	False	False	520,997
40	121-210	114-260	6-270	5.7%	0-264	0.7%	91%	False	False	262,514
60	121-210	113-150	8-060	6.8%	0-203	0.5%	92%	False	False	175,308
80	121-210	113-150	8-060	6.8%	0-154	0.4%	92%	False	False	131,500

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	123-110
2.618	122-169
1.618	122-009
1.000	121-230
0.618	121-169
HIGH	121-070
0.618	121-009
0.500	120-310
0.382	120-291
LOW	120-230
0.618	120-131
1.000	120-070
1.618	119-291
2.618	119-131
4.250	118-190

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	121-003	120-248
PP	120-317	120-167
S1	120-310	120-085

Download as Excel Spreadsheet

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

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