ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 22-Jun-2010

Day Change Summary
	Previous	Current
	21-Jun-2010	22-Jun-2010	Change	Change %	Previous Week
Open	120-045	120-095	0-050	0.1%	120-130
High	120-120	121-000	0-200	0.5%	120-270
Low	119-240	120-025	0-105	0.3%	119-235
Close	120-095	120-290	0-195	0.5%	120-140
Range	0-200	0-295	0-095	47.5%	1-035
ATR	0-265	0-267	0-002	0.8%	0-000
Volume	664,010	924,787	260,777	39.3%	4,799,271

Daily Pivots for day following 22-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-137	123-028	121-132
R3	122-162	122-053	121-051
R2	121-187	121-187	121-024
R1	121-078	121-078	120-317	121-132
PP	120-212	120-212	120-212	120-239
S1	120-103	120-103	120-263	120-158
S2	119-237	119-237	120-236
S3	118-262	119-128	120-209
S4	117-287	118-153	120-128

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	121-000	119-240	1-080	1.0%	0-228	0.6%	93%	True	False	910,339
10	121-010	119-235	1-095	1.1%	0-242	0.6%	90%	False	False	967,521
20	121-210	118-260	2-270	2.4%	0-270	0.7%	74%	False	False	977,451
40	121-210	115-110	6-100	5.2%	0-289	0.7%	88%	False	False	504,067
60	121-210	113-150	8-060	6.8%	0-233	0.6%	91%	False	False	336,366
80	121-210	113-150	8-060	6.8%	0-184	0.5%	91%	False	False	252,439

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	124-294
2.618	123-132
1.618	122-157
1.000	121-295
0.618	121-182
HIGH	121-000
0.618	120-207
0.500	120-172
0.382	120-138
LOW	120-025
0.618	119-163
1.000	119-050
1.618	118-188
2.618	117-213
4.250	116-051

Fisher Pivots for day following 22-Jun-2010
Pivot	1 day	3 day
R1	120-251	120-233
PP	120-212	120-177
S1	120-172	120-120

Download as Excel Spreadsheet

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

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