ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	121-195	122-075	0-200	0.5%	120-045
High	122-085	122-225	0-140	0.4%	121-255
Low	121-160	122-035	0-195	0.5%	119-240
Close	122-045	122-170	0-125	0.3%	121-155
Range	0-245	0-190	-0-055	-22.4%	2-015
ATR	0-257	0-252	-0-005	-1.9%	0-000
Volume	1,095,906	866,717	-229,189	-20.9%	4,947,664

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-073	123-312	122-274
R3	123-203	123-122	122-222
R2	123-013	123-013	122-205
R1	122-252	122-252	122-187	122-292
PP	122-143	122-143	122-143	122-164
S1	122-062	122-062	122-153	122-102
S2	121-273	121-273	122-135
S3	121-083	121-192	122-118
S4	120-213	121-002	122-066

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	122-225	120-245	1-300	1.6%	0-218	0.6%	91%	True	False	1,064,298
10	122-225	119-240	2-305	2.4%	0-223	0.6%	94%	True	False	987,318
20	122-225	118-260	3-285	3.2%	0-246	0.6%	96%	True	False	1,041,582
40	122-225	116-100	6-125	5.2%	0-289	0.7%	97%	True	False	636,810
60	122-225	113-240	8-305	7.3%	0-243	0.6%	98%	True	False	425,004
80	122-225	113-150	9-075	7.5%	0-198	0.5%	98%	True	False	318,958
100	122-225	113-150	9-075	7.5%	0-158	0.4%	98%	True	False	255,167

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-050
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	125-072
2.618	124-082
1.618	123-212
1.000	123-095
0.618	123-022
HIGH	122-225
0.618	122-152
0.500	122-130
0.382	122-108
LOW	122-035
0.618	121-238
1.000	121-165
1.618	121-048
2.618	120-178
4.250	119-188

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	122-157	122-103
PP	122-143	122-037
S1	122-130	121-290

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

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