ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 23-Jun-2010

Day Change Summary
	Previous	Current
	22-Jun-2010	23-Jun-2010	Change	Change %	Previous Week
Open	119-090	119-290	0-200	0.5%	119-050
High	119-290	120-110	0-140	0.4%	119-220
Low	119-090	119-250	0-160	0.4%	118-310
Close	119-290	120-110	0-140	0.4%	119-110
Range	0-200	0-180	-0-020	-10.0%	0-230
ATR	0-171	0-172	0-001	0.4%	0-000
Volume	32	39	7	21.9%	195

Daily Pivots for day following 23-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-270	121-210	120-209
R3	121-090	121-030	120-160
R2	120-230	120-230	120-143
R1	120-170	120-170	120-126	120-200
PP	120-050	120-050	120-050	120-065
S1	119-310	119-310	120-094	120-020
S2	119-190	119-190	120-077
S3	119-010	119-130	120-060
S4	118-150	118-270	120-011

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	120-110	118-220	1-210	1.4%	0-102	0.3%	100%	True	False	47
10	120-110	118-220	1-210	1.4%	0-051	0.1%	100%	True	False	27
20	120-110	117-140	2-290	2.4%	0-044	0.1%	100%	True	False	34
40	120-130	114-090	6-040	5.1%	0-058	0.1%	99%	False	False	21

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-235
2.618	121-261
1.618	121-081
1.000	120-290
0.618	120-221
HIGH	120-110
0.618	120-041
0.500	120-020
0.382	119-319
LOW	119-250
0.618	119-139
1.000	119-070
1.618	118-279
2.618	118-099
4.250	117-125

Fisher Pivots for day following 23-Jun-2010
Pivot	1 day	3 day
R1	120-080	120-022
PP	120-050	119-253
S1	120-020	119-165

Download as Excel Spreadsheet

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

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