ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 25-Jun-2010

Day Change Summary
	Previous	Current
	24-Jun-2010	25-Jun-2010	Change	Change %	Previous Week
Open	120-050	120-060	0-010	0.0%	118-220
High	120-190	120-190	0-000	0.0%	120-190
Low	120-050	120-050	0-000	0.0%	118-220
Close	120-100	120-160	0-060	0.2%	120-160
Range	0-140	0-140	0-000	0.0%	1-290
ATR	0-170	0-168	-0-002	-1.2%	0-000
Volume	75	199	124	165.3%	347

Daily Pivots for day following 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-233	121-177	120-237
R3	121-093	121-037	120-198
R2	120-273	120-273	120-186
R1	120-217	120-217	120-173	120-245
PP	120-133	120-133	120-133	120-148
S1	120-077	120-077	120-147	120-105
S2	119-313	119-313	120-134
S3	119-173	119-257	120-122
S4	119-033	119-117	120-083

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-207	124-313	121-176
R3	123-237	123-023	121-008
R2	121-267	121-267	120-272
R1	121-053	121-053	120-216	121-160
PP	119-297	119-297	119-297	120-030
S1	119-083	119-083	120-104	119-190
S2	118-007	118-007	120-048
S3	116-037	117-113	119-312
S4	114-067	115-143	119-144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-190	118-220	1-290	1.6%	0-132	0.3%	95%	True	False	69
10	120-190	118-220	1-290	1.6%	0-079	0.2%	95%	True	False	54
20	120-190	117-140	3-050	2.6%	0-055	0.1%	97%	True	False	38
40	120-190	114-240	5-270	4.8%	0-064	0.2%	98%	True	False	28

Crabel Price Patterns
NR	False
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	0-005

Fibonacci Retracements and Extensions
4.250	122-145
2.618	121-237
1.618	121-097
1.000	121-010
0.618	120-277
HIGH	120-190
0.618	120-137
0.500	120-120
0.382	120-103
LOW	120-050
0.618	119-283
1.000	119-230
1.618	119-143
2.618	119-003
4.250	118-095

Fisher Pivots for day following 25-Jun-2010
Pivot	1 day	3 day
R1	120-147	120-127
PP	120-133	120-093
S1	120-120	120-060

Download as Excel Spreadsheet

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

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