ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	120-290	119-270	-1-020	-0.9%	120-280
High	120-300	120-220	-0-080	-0.2%	121-080
Low	119-260	119-270	0-010	0.0%	119-260
Close	119-270	120-210	0-260	0.7%	120-210
Range	1-040	0-270	-0-090	-25.0%	1-140
ATR	0-285	0-284	-0-001	-0.4%	0-000
Volume	1,039,327	1,165,296	125,969	12.1%	5,666,261

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-297	122-203	121-038
R3	122-027	121-253	120-284
R2	121-077	121-077	120-260
R1	120-303	120-303	120-235	121-030
PP	120-127	120-127	120-127	120-150
S1	120-033	120-033	120-185	120-080
S2	119-177	119-177	120-160
S3	118-227	119-083	120-136
S4	117-277	118-133	120-062

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-283	124-067	121-143
R3	123-143	122-247	121-016
R2	122-003	122-003	120-294
R1	121-107	121-107	120-252	120-305
PP	120-183	120-183	120-183	120-122
S1	119-287	119-287	120-168	119-165
S2	119-043	119-043	120-126
S3	117-223	118-147	120-084
S4	116-083	117-007	119-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-080	119-260	1-140	1.2%	0-246	0.6%	59%	False	False	1,133,252
10	121-080	118-260	2-140	2.0%	0-270	0.7%	76%	False	False	1,111,139
20	121-210	118-000	3-210	3.0%	0-296	0.8%	73%	False	False	683,910
40	121-210	115-000	6-210	5.5%	0-276	0.7%	85%	False	False	344,641
60	121-210	113-150	8-060	6.8%	0-215	0.6%	88%	False	False	230,081
80	121-210	113-150	8-060	6.8%	0-164	0.4%	88%	False	False	172,589

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-088
2.618	122-287
1.618	122-017
1.000	121-170
0.618	121-067
HIGH	120-220
0.618	120-117
0.500	120-085
0.382	120-053
LOW	119-270
0.618	119-103
1.000	119-000
1.618	118-153
2.618	117-203
4.250	116-082

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	120-168	120-185
PP	120-127	120-160
S1	120-085	120-135

Download as Excel Spreadsheet

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

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