ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Jun-2010 | 
                    15-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-050 | 
                        119-070 | 
                        0-020 | 
                        0.1% | 
                        119-230 | 
                     
                    
                        | High | 
                        119-050 | 
                        119-070 | 
                        0-020 | 
                        0.1% | 
                        119-290 | 
                     
                    
                        | Low | 
                        119-050 | 
                        119-070 | 
                        0-020 | 
                        0.1% | 
                        118-230 | 
                     
                    
                        | Close | 
                        119-030 | 
                        118-260 | 
                        -0-090 | 
                        -0.2% | 
                        119-180 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-184 | 
                        0-173 | 
                        -0-010 | 
                        -5.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        26 | 
                        4 | 
                        -22 | 
                        -84.6% | 
                        124 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-027 | 
                118-303 | 
                118-260 | 
                 | 
             
            
                | R3 | 
                119-027 | 
                118-303 | 
                118-260 | 
                 | 
             
            
                | R2 | 
                119-027 | 
                119-027 | 
                118-260 | 
                 | 
             
            
                | R1 | 
                118-303 | 
                118-303 | 
                118-260 | 
                119-005 | 
             
            
                | PP | 
                119-027 | 
                119-027 | 
                119-027 | 
                119-038 | 
             
            
                | S1 | 
                118-303 | 
                118-303 | 
                118-260 | 
                119-005 | 
             
            
                | S2 | 
                119-027 | 
                119-027 | 
                118-260 | 
                 | 
             
            
                | S3 | 
                119-027 | 
                118-303 | 
                118-260 | 
                 | 
             
            
                | S4 | 
                119-027 | 
                118-303 | 
                118-260 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-307 | 
                122-143 | 
                120-069 | 
                 | 
             
            
                | R3 | 
                121-247 | 
                121-083 | 
                119-284 | 
                 | 
             
            
                | R2 | 
                120-187 | 
                120-187 | 
                119-250 | 
                 | 
             
            
                | R1 | 
                120-023 | 
                120-023 | 
                119-215 | 
                119-235 | 
             
            
                | PP | 
                119-127 | 
                119-127 | 
                119-127 | 
                119-072 | 
             
            
                | S1 | 
                118-283 | 
                118-283 | 
                119-145 | 
                118-175 | 
             
            
                | S2 | 
                118-067 | 
                118-067 | 
                119-110 | 
                 | 
             
            
                | S3 | 
                117-007 | 
                117-223 | 
                119-076 | 
                 | 
             
            
                | S4 | 
                115-267 | 
                116-163 | 
                118-291 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-070 | 
         
        
            | 
2.618             | 
            119-070 | 
         
        
            | 
1.618             | 
            119-070 | 
         
        
            | 
1.000             | 
            119-070 | 
         
        
            | 
0.618             | 
            119-070 | 
         
        
            | 
HIGH             | 
            119-070 | 
         
        
            | 
0.618             | 
            119-070 | 
         
        
            | 
0.500             | 
            119-070 | 
         
        
            | 
0.382             | 
            119-070 | 
         
        
            | 
LOW             | 
            119-070 | 
         
        
            | 
0.618             | 
            119-070 | 
         
        
            | 
1.000             | 
            119-070 | 
         
        
            | 
1.618             | 
            119-070 | 
         
        
            | 
2.618             | 
            119-070 | 
         
        
            | 
4.250             | 
            119-070 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-070 | 
                                119-115 | 
                             
                            
                                | PP | 
                                119-027 | 
                                119-057 | 
                             
                            
                                | S1 | 
                                118-303 | 
                                118-318 | 
                             
             
         |