ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 10-Jun-2010

Day Change Summary
	Previous	Current
	09-Jun-2010	10-Jun-2010	Change	Change %	Previous Week
Open	120-280	120-290	0-010	0.0%	119-260
High	121-010	120-300	-0-030	-0.1%	120-250
Low	120-150	119-260	-0-210	-0.5%	118-260
Close	120-280	119-270	-1-010	-0.9%	120-240
Range	0-180	1-040	0-180	100.0%	1-310
ATR	0-279	0-285	0-006	2.1%	0-000
Volume	1,082,522	1,039,327	-43,195	-4.0%	4,361,965

Daily Pivots for day following 10-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-183	122-267	120-148
R3	122-143	121-227	120-049
R2	121-103	121-103	120-016
R1	120-187	120-187	119-303	120-125
PP	120-063	120-063	120-063	120-032
S1	119-147	119-147	119-237	119-085
S2	119-023	119-023	119-204
S3	117-303	118-107	119-171
S4	116-263	117-067	119-072

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	119-090	1-310	1.6%	0-288	0.8%	29%	False	False	1,135,068
10	121-080	118-260	2-140	2.0%	0-285	0.7%	42%	False	False	1,092,920
20	121-210	117-140	4-070	3.5%	0-292	0.8%	57%	False	False	626,294
40	121-210	114-260	6-270	5.7%	0-272	0.7%	74%	False	False	315,534
60	121-210	113-150	8-060	6.8%	0-212	0.6%	78%	False	False	210,663
80	121-210	113-150	8-060	6.8%	0-160	0.4%	78%	False	False	158,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-230
2.618	123-282
1.618	122-242
1.000	122-020
0.618	121-202
HIGH	120-300
0.618	120-162
0.500	120-120
0.382	120-078
LOW	119-260
0.618	119-038
1.000	118-220
1.618	117-318
2.618	116-278
4.250	115-010

Fisher Pivots for day following 10-Jun-2010
Pivot	1 day	3 day
R1	120-120	120-165
PP	120-063	120-093
S1	120-007	120-022

Download as Excel Spreadsheet

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

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