ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 18-Jun-2010

Day Change Summary
	Previous	Current
	17-Jun-2010	18-Jun-2010	Change	Change %	Previous Week
Open	119-090	119-100	0-010	0.0%	119-050
High	119-220	119-100	-0-120	-0.3%	119-220
Low	119-090	119-100	0-010	0.0%	118-310
Close	119-200	119-110	-0-090	-0.2%	119-110
Range	0-130	0-000	-0-130	-100.0%	0-230
ATR	0-169	0-164	-0-005	-2.9%	0-000
Volume	7	157	150	2,142.9%	195

Daily Pivots for day following 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	119-103	119-107	119-110
R3	119-103	119-107	119-110
R2	119-103	119-103	119-110
R1	119-107	119-107	119-110	119-105
PP	119-103	119-103	119-103	119-102
S1	119-107	119-107	119-110	119-105
S2	119-103	119-103	119-110
S3	119-103	119-107	119-110
S4	119-103	119-107	119-110

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-157	121-043	119-236
R3	120-247	120-133	119-173
R2	120-017	120-017	119-152
R1	119-223	119-223	119-131	119-280
PP	119-107	119-107	119-107	119-135
S1	118-313	118-313	119-089	119-050
S2	118-197	118-197	119-068
S3	117-287	118-083	119-047
S4	117-057	117-173	118-304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-220	118-310	0-230	0.6%	0-026	0.1%	52%	False	False	39
10	119-290	118-230	1-060	1.0%	0-032	0.1%	53%	False	False	31
20	120-130	117-140	2-310	2.5%	0-040	0.1%	64%	False	False	31
40	120-130	113-050	7-080	6.1%	0-048	0.1%	85%	False	False	19

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-100
2.618	119-100
1.618	119-100
1.000	119-100
0.618	119-100
HIGH	119-100
0.618	119-100
0.500	119-100
0.382	119-100
LOW	119-100
0.618	119-100
1.000	119-100
1.618	119-100
2.618	119-100
4.250	119-100

Fisher Pivots for day following 18-Jun-2010
Pivot	1 day	3 day
R1	119-107	119-108
PP	119-103	119-107
S1	119-100	119-105

Download as Excel Spreadsheet

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

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