ECBOT 10 Year T-Note Future September 2010

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	122-210	122-220	0-010	0.0%	120-045
High	122-270	123-010	0-060	0.2%	121-255
Low	122-080	122-135	0-055	0.1%	119-240
Close	122-175	122-195	0-020	0.1%	121-155
Range	0-190	0-195	0-005	2.6%	2-015
ATR	0-248	0-244	-0-004	-1.5%	0-000
Volume	1,358,633	1,143,229	-215,404	-15.9%	4,947,664

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	124-165	124-055	122-302
R3	123-290	123-180	122-249
R2	123-095	123-095	122-231
R1	122-305	122-305	122-213	122-262
PP	122-220	122-220	122-220	122-199
S1	122-110	122-110	122-177	122-068
S2	122-025	122-025	122-159
S3	121-150	121-235	122-141
S4	120-275	121-040	122-088

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	123-010	121-035	1-295	1.6%	0-208	0.5%	78%	True	False	1,144,252
10	123-010	119-240	3-090	2.7%	0-212	0.5%	87%	True	False	1,054,056
20	123-010	119-090	3-240	3.1%	0-240	0.6%	89%	True	False	1,052,602
40	123-010	117-060	5-270	4.8%	0-284	0.7%	93%	True	False	699,045
60	123-010	114-080	8-250	7.2%	0-244	0.6%	95%	True	False	466,668
80	123-010	113-150	9-180	7.8%	0-202	0.5%	96%	True	False	350,215
100	123-010	113-150	9-180	7.8%	0-162	0.4%	96%	True	False	280,185

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-052
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-199
2.618	124-201
1.618	124-006
1.000	123-205
0.618	123-131
HIGH	123-010
0.618	122-256
0.500	122-232
0.382	122-209
LOW	122-135
0.618	122-014
1.000	121-260
1.618	121-139
2.618	120-264
4.250	119-266

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	122-232	122-191
PP	122-220	122-187
S1	122-208	122-182

Download as Excel Spreadsheet

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

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