ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	121-100	121-070	-0-030	-0.1%	120-045
High	121-250	121-255	0-005	0.0%	121-255
Low	121-050	121-035	-0-015	0.0%	119-240
Close	121-105	121-155	0-050	0.1%	121-155
Range	0-200	0-220	0-020	10.0%	2-015
ATR	0-260	0-258	-0-003	-1.1%	0-000
Volume	1,135,193	1,256,776	121,583	10.7%	4,947,664

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-168	123-062	121-276
R3	122-268	122-162	121-216
R2	122-048	122-048	121-195
R1	121-262	121-262	121-175	121-315
PP	121-148	121-148	121-148	121-175
S1	121-042	121-042	121-135	121-095
S2	120-248	120-248	121-115
S3	120-028	120-142	121-094
S4	119-128	119-242	121-034

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	127-048	126-117	122-195
R3	125-033	124-102	122-015
R2	123-018	123-018	121-275
R1	122-087	122-087	121-215	122-212
PP	121-003	121-003	121-003	121-066
S1	120-072	120-072	121-095	120-198
S2	118-308	118-308	121-035
S3	116-293	118-057	120-295
S4	114-278	116-042	120-115

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-255	119-240	2-015	1.7%	0-230	0.6%	85%	True	False	989,532
10	121-255	119-235	2-020	1.7%	0-227	0.6%	85%	True	False	974,693
20	121-255	118-260	2-315	2.5%	0-248	0.6%	90%	True	False	1,042,916
40	121-255	115-300	5-275	4.8%	0-287	0.7%	95%	True	False	587,912
60	121-255	113-150	8-105	6.9%	0-240	0.6%	96%	True	False	392,306
80	121-255	113-150	8-105	6.9%	0-192	0.5%	96%	True	False	294,425
100	121-255	113-150	8-105	6.9%	0-154	0.4%	96%	True	False	235,541

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-230
2.618	123-191
1.618	122-291
1.000	122-155
0.618	122-071
HIGH	121-255
0.618	121-171
0.500	121-145
0.382	121-119
LOW	121-035
0.618	120-219
1.000	120-135
1.618	119-319
2.618	119-099
4.250	118-060

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	121-152	121-133
PP	121-148	121-112
S1	121-145	121-090

Download as Excel Spreadsheet

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

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