ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 29-Jun-2010

Day Change Summary
	Previous	Current
	28-Jun-2010	29-Jun-2010	Change	Change %	Previous Week
Open	120-240	121-080	0-160	0.4%	118-220
High	121-030	121-250	0-220	0.6%	120-190
Low	120-220	121-050	0-150	0.4%	118-220
Close	121-050	121-180	0-130	0.3%	120-160
Range	0-130	0-200	0-070	53.8%	1-290
ATR	0-169	0-171	0-002	1.3%	0-000
Volume	49	32	-17	-34.7%	347

Daily Pivots for day following 29-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-120	123-030	121-290
R3	122-240	122-150	121-235
R2	122-040	122-040	121-217
R1	121-270	121-270	121-198	121-315
PP	121-160	121-160	121-160	121-182
S1	121-070	121-070	121-162	121-115
S2	120-280	120-280	121-143
S3	120-080	120-190	121-125
S4	119-200	119-310	121-070

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	121-250	119-250	2-000	1.6%	0-158	0.4%	89%	True	False	78
10	121-250	118-220	3-030	2.5%	0-112	0.3%	93%	True	False	59
20	121-250	118-100	3-150	2.9%	0-072	0.2%	94%	True	False	40
40	121-250	115-090	6-160	5.3%	0-073	0.2%	97%	True	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-140
2.618	123-134
1.618	122-254
1.000	122-130
0.618	122-054
HIGH	121-250
0.618	121-174
0.500	121-150
0.382	121-126
LOW	121-050
0.618	120-246
1.000	120-170
1.618	120-046
2.618	119-166
4.250	118-160

Fisher Pivots for day following 29-Jun-2010
Pivot	1 day	3 day
R1	121-170	121-117
PP	121-160	121-053
S1	121-150	120-310

Download as Excel Spreadsheet

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

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