ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 24-Jun-2010

Day Change Summary
	Previous	Current
	23-Jun-2010	24-Jun-2010	Change	Change %	Previous Week
Open	120-285	121-100	0-135	0.3%	120-130
High	121-160	121-250	0-090	0.2%	120-270
Low	120-245	121-050	0-125	0.3%	119-235
Close	121-115	121-105	-0-010	0.0%	120-140
Range	0-235	0-200	-0-035	-14.9%	1-035
ATR	0-265	0-260	-0-005	-1.8%	0-000
Volume	966,898	1,135,193	168,295	17.4%	4,799,271

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-095	122-300	121-215
R3	122-215	122-100	121-160
R2	122-015	122-015	121-142
R1	121-220	121-220	121-123	121-278
PP	121-135	121-135	121-135	121-164
S1	121-020	121-020	121-087	121-078
S2	120-255	120-255	121-068
S3	120-055	120-140	121-050
S4	119-175	119-260	120-315

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	121-250	119-240	2-010	1.7%	0-216	0.6%	78%	True	False	963,860
10	121-250	119-235	2-015	1.7%	0-232	0.6%	78%	True	False	965,545
20	121-250	118-260	2-310	2.4%	0-258	0.7%	85%	True	False	1,029,232
40	121-250	115-210	6-040	5.0%	0-284	0.7%	93%	True	False	556,527
60	121-250	113-150	8-100	6.9%	0-237	0.6%	95%	True	False	371,368
80	121-250	113-150	8-100	6.9%	0-189	0.5%	95%	True	False	278,715
100	121-250	113-150	8-100	6.9%	0-152	0.4%	95%	True	False	222,973

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	0-048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-140
2.618	123-134
1.618	122-254
1.000	122-130
0.618	122-054
HIGH	121-250
0.618	121-174
0.500	121-150
0.382	121-126
LOW	121-050
0.618	120-246
1.000	120-170
1.618	120-046
2.618	119-166
4.250	118-160

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	121-150	121-062
PP	121-135	121-020
S1	121-120	120-298

Download as Excel Spreadsheet

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

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