ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	119-290	120-075	0-105	0.3%	120-280
High	120-145	120-270	0-125	0.3%	121-080
Low	119-260	119-300	0-040	0.1%	119-260
Close	120-020	120-230	0-210	0.5%	120-210
Range	0-205	0-290	0-085	41.5%	1-140
ATR	0-277	0-278	0-001	0.3%	0-000
Volume	969,305	865,182	-104,123	-10.7%	5,666,261

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-070	122-280	121-070
R3	122-100	121-310	120-310
R2	121-130	121-130	120-283
R1	121-020	121-020	120-257	121-075
PP	120-160	120-160	120-160	120-188
S1	120-050	120-050	120-203	120-105
S2	119-190	119-190	120-177
S3	118-220	119-080	120-150
S4	117-250	118-110	120-070

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	120-270	119-235	1-035	0.9%	0-248	0.6%	89%	True	False	967,230
10	121-080	119-090	1-310	1.6%	0-268	0.7%	73%	False	False	1,051,149
20	121-210	118-260	2-270	2.4%	0-288	0.7%	67%	False	False	862,574
40	121-210	115-000	6-210	5.5%	0-285	0.7%	86%	False	False	436,275
60	121-210	113-150	8-060	6.8%	0-228	0.6%	89%	False	False	291,255
80	121-210	113-150	8-060	6.8%	0-176	0.5%	89%	False	False	218,475

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-222
2.618	123-069
1.618	122-099
1.000	121-240
0.618	121-129
HIGH	120-270
0.618	120-159
0.500	120-125
0.382	120-091
LOW	119-300
0.618	119-121
1.000	119-010
1.618	118-151
2.618	117-181
4.250	116-028

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	120-195	120-188
PP	120-160	120-145
S1	120-125	120-102

Download as Excel Spreadsheet

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

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