ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jun-2010 | 
                    21-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-100 | 
                        118-220 | 
                        -0-200 | 
                        -0.5% | 
                        119-050 | 
                     
                    
                        | High | 
                        119-100 | 
                        118-220 | 
                        -0-200 | 
                        -0.5% | 
                        119-220 | 
                     
                    
                        | Low | 
                        119-100 | 
                        118-220 | 
                        -0-200 | 
                        -0.5% | 
                        118-310 | 
                     
                    
                        | Close | 
                        119-110 | 
                        119-070 | 
                        -0-040 | 
                        -0.1% | 
                        119-110 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-164 | 
                        0-168 | 
                        0-003 | 
                        2.0% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        157 | 
                        2 | 
                        -155 | 
                        -98.7% | 
                        195 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                118-277 | 
                119-013 | 
                119-070 | 
                 | 
             
            
                | R3 | 
                118-277 | 
                119-013 | 
                119-070 | 
                 | 
             
            
                | R2 | 
                118-277 | 
                118-277 | 
                119-070 | 
                 | 
             
            
                | R1 | 
                119-013 | 
                119-013 | 
                119-070 | 
                118-305 | 
             
            
                | PP | 
                118-277 | 
                118-277 | 
                118-277 | 
                118-262 | 
             
            
                | S1 | 
                119-013 | 
                119-013 | 
                119-070 | 
                118-305 | 
             
            
                | S2 | 
                118-277 | 
                118-277 | 
                119-070 | 
                 | 
             
            
                | S3 | 
                118-277 | 
                119-013 | 
                119-070 | 
                 | 
             
            
                | S4 | 
                118-277 | 
                119-013 | 
                119-070 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            118-220 | 
         
        
            | 
2.618             | 
            118-220 | 
         
        
            | 
1.618             | 
            118-220 | 
         
        
            | 
1.000             | 
            118-220 | 
         
        
            | 
0.618             | 
            118-220 | 
         
        
            | 
HIGH             | 
            118-220 | 
         
        
            | 
0.618             | 
            118-220 | 
         
        
            | 
0.500             | 
            118-220 | 
         
        
            | 
0.382             | 
            118-220 | 
         
        
            | 
LOW             | 
            118-220 | 
         
        
            | 
0.618             | 
            118-220 | 
         
        
            | 
1.000             | 
            118-220 | 
         
        
            | 
1.618             | 
            118-220 | 
         
        
            | 
2.618             | 
            118-220 | 
         
        
            | 
4.250             | 
            118-220 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-013 | 
                                119-067 | 
                             
                            
                                | PP | 
                                118-277 | 
                                119-063 | 
                             
                            
                                | S1 | 
                                118-220 | 
                                119-060 | 
                             
             
         |