ECBOT 10 Year T-Note Future December 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jun-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Jun-2010 | 
                    22-Jun-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        118-220 | 
                        119-090 | 
                        0-190 | 
                        0.5% | 
                        119-050 | 
                     
                    
                        | High | 
                        118-220 | 
                        119-290 | 
                        1-070 | 
                        1.0% | 
                        119-220 | 
                     
                    
                        | Low | 
                        118-220 | 
                        119-090 | 
                        0-190 | 
                        0.5% | 
                        118-310 | 
                     
                    
                        | Close | 
                        119-070 | 
                        119-290 | 
                        0-220 | 
                        0.6% | 
                        119-110 | 
                     
                    
                        | Range | 
                        0-000 | 
                        0-200 | 
                        0-200 | 
                         | 
                        0-230 | 
                     
                    
                        | ATR | 
                        0-168 | 
                        0-171 | 
                        0-004 | 
                        2.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2 | 
                        32 | 
                        30 | 
                        1,500.0% | 
                        195 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Jun-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-183 | 
                121-117 | 
                120-080 | 
                 | 
             
            
                | R3 | 
                120-303 | 
                120-237 | 
                120-025 | 
                 | 
             
            
                | R2 | 
                120-103 | 
                120-103 | 
                120-007 | 
                 | 
             
            
                | R1 | 
                120-037 | 
                120-037 | 
                119-308 | 
                120-070 | 
             
            
                | PP | 
                119-223 | 
                119-223 | 
                119-223 | 
                119-240 | 
             
            
                | S1 | 
                119-157 | 
                119-157 | 
                119-272 | 
                119-190 | 
             
            
                | S2 | 
                119-023 | 
                119-023 | 
                119-253 | 
                 | 
             
            
                | S3 | 
                118-143 | 
                118-277 | 
                119-235 | 
                 | 
             
            
                | S4 | 
                117-263 | 
                118-077 | 
                119-180 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            122-180 | 
         
        
            | 
2.618             | 
            121-174 | 
         
        
            | 
1.618             | 
            120-294 | 
         
        
            | 
1.000             | 
            120-170 | 
         
        
            | 
0.618             | 
            120-094 | 
         
        
            | 
HIGH             | 
            119-290 | 
         
        
            | 
0.618             | 
            119-214 | 
         
        
            | 
0.500             | 
            119-190 | 
         
        
            | 
0.382             | 
            119-166 | 
         
        
            | 
LOW             | 
            119-090 | 
         
        
            | 
0.618             | 
            118-286 | 
         
        
            | 
1.000             | 
            118-210 | 
         
        
            | 
1.618             | 
            118-086 | 
         
        
            | 
2.618             | 
            117-206 | 
         
        
            | 
4.250             | 
            116-200 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Jun-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-257 | 
                                119-225 | 
                             
                            
                                | PP | 
                                119-223 | 
                                119-160 | 
                             
                            
                                | S1 | 
                                119-190 | 
                                119-095 | 
                             
             
         |