ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 30-Jun-2010

Day Change Summary
	Previous	Current
	29-Jun-2010	30-Jun-2010	Change	Change %	Previous Week
Open	122-075	122-210	0-135	0.3%	120-045
High	122-225	122-270	0-045	0.1%	121-255
Low	122-035	122-080	0-045	0.1%	119-240
Close	122-170	122-175	0-005	0.0%	121-155
Range	0-190	0-190	0-000	0.0%	2-015
ATR	0-252	0-248	-0-004	-1.8%	0-000
Volume	866,717	1,358,633	491,916	56.8%	4,947,664

Daily Pivots for day following 30-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-105	124-010	122-280
R3	123-235	123-140	122-227
R2	123-045	123-045	122-210
R1	122-270	122-270	122-192	122-222
PP	122-175	122-175	122-175	122-151
S1	122-080	122-080	122-158	122-032
S2	121-305	121-305	122-140
S3	121-115	121-210	122-123
S4	120-245	121-020	122-070

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	122-270	121-035	1-235	1.4%	0-209	0.5%	83%	True	False	1,142,645
10	122-270	119-240	3-030	2.5%	0-222	0.6%	90%	True	False	1,026,251
20	122-270	118-260	4-010	3.3%	0-243	0.6%	93%	True	False	1,047,763
40	122-270	116-260	6-010	4.9%	0-288	0.7%	95%	True	False	670,741
60	122-270	113-300	8-290	7.3%	0-245	0.6%	97%	True	False	447,617
80	122-270	113-150	9-120	7.7%	0-199	0.5%	97%	True	False	335,940
100	122-270	113-150	9-120	7.7%	0-160	0.4%	97%	True	False	268,753

Crabel Price Patterns
NR	False
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	0-053

Fibonacci Retracements and Extensions
4.250	125-118
2.618	124-127
1.618	123-257
1.000	123-140
0.618	123-067
HIGH	122-270
0.618	122-197
0.500	122-175
0.382	122-153
LOW	122-080
0.618	121-283
1.000	121-210
1.618	121-093
2.618	120-223
4.250	119-232

Fisher Pivots for day following 30-Jun-2010
Pivot	1 day	3 day
R1	122-175	122-135
PP	122-175	122-095
S1	122-175	122-055

Download as Excel Spreadsheet

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

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