ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 21-Jun-2010

Day Change Summary
	Previous	Current
	18-Jun-2010	21-Jun-2010	Change	Change %	Previous Week
Open	120-235	120-045	-0-190	-0.5%	120-130
High	120-265	120-120	-0-145	-0.4%	120-270
Low	120-115	119-240	-0-195	-0.5%	119-235
Close	120-140	120-095	-0-045	-0.1%	120-140
Range	0-150	0-200	0-050	33.3%	1-035
ATR	0-269	0-265	-0-003	-1.3%	0-000
Volume	1,128,415	664,010	-464,405	-41.2%	4,799,271

Daily Pivots for day following 21-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-005	121-250	120-205
R3	121-125	121-050	120-150
R2	120-245	120-245	120-132
R1	120-170	120-170	120-113	120-208
PP	120-045	120-045	120-045	120-064
S1	119-290	119-290	120-077	120-008
S2	119-165	119-165	120-058
S3	118-285	119-090	120-040
S4	118-085	118-210	119-305

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-213	123-052	121-015
R3	122-178	122-017	120-238
R2	121-143	121-143	120-205
R1	120-302	120-302	120-173	121-062
PP	120-108	120-108	120-108	120-149
S1	119-267	119-267	120-107	120-028
S2	119-073	119-073	120-075
S3	118-038	118-232	120-042
S4	117-003	117-197	119-265

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-270	119-240	1-030	0.9%	0-219	0.6%	50%	False	True	897,011
10	121-070	119-235	1-155	1.2%	0-229	0.6%	38%	False	False	970,269
20	121-210	118-260	2-270	2.4%	0-265	0.7%	52%	False	False	940,849
40	121-210	115-000	6-210	5.5%	0-285	0.7%	80%	False	False	480,971
60	121-210	113-150	8-060	6.8%	0-229	0.6%	83%	False	False	320,997
80	121-210	113-150	8-060	6.8%	0-180	0.5%	83%	False	False	240,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-010
2.618	122-004
1.618	121-124
1.000	121-000
0.618	120-244
HIGH	120-120
0.618	120-044
0.500	120-020
0.382	119-316
LOW	119-240
0.618	119-116
1.000	119-040
1.618	118-236
2.618	118-036
4.250	117-030

Fisher Pivots for day following 21-Jun-2010
Pivot	1 day	3 day
R1	120-070	120-095
PP	120-045	120-095
S1	120-020	120-095

Download as Excel Spreadsheet

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

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