ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 14-Jun-2010

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	119-270	120-130	0-180	0.5%	120-280
High	120-220	120-140	-0-080	-0.2%	121-080
Low	119-270	119-235	-0-035	-0.1%	119-260
Close	120-210	120-060	-0-150	-0.4%	120-210
Range	0-270	0-225	-0-045	-16.7%	1-140
ATR	0-284	0-285	0-001	0.3%	0-000
Volume	1,165,296	978,226	-187,070	-16.1%	5,666,261

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-073	121-292	120-184
R3	121-168	121-067	120-122
R2	120-263	120-263	120-101
R1	120-162	120-162	120-081	120-100
PP	120-038	120-038	120-038	120-008
S1	119-257	119-257	120-039	119-195
S2	119-133	119-133	120-019
S3	118-228	119-032	119-318
S4	118-003	118-127	119-256

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	121-070	119-235	1-155	1.2%	0-239	0.6%	31%	False	True	1,043,528
10	121-080	118-260	2-140	2.0%	0-274	0.7%	56%	False	False	1,100,645
20	121-210	118-080	3-130	2.8%	0-292	0.8%	57%	False	False	731,559
40	121-210	115-000	6-210	5.5%	0-276	0.7%	78%	False	False	369,066
60	121-210	113-150	8-060	6.8%	0-219	0.6%	82%	False	False	246,382
80	121-210	113-150	8-060	6.8%	0-167	0.4%	82%	False	False	184,817

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	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-136
2.618	122-089
1.618	121-184
1.000	121-045
0.618	120-279
HIGH	120-140
0.618	120-054
0.500	120-028
0.382	120-001
LOW	119-235
0.618	119-096
1.000	119-010
1.618	118-191
2.618	117-286
4.250	116-239

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	120-049	120-108
PP	120-038	120-092
S1	120-028	120-076

Download as Excel Spreadsheet

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

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