ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 06-Jul-2010

Day Change Summary
	Previous	Current
	02-Jul-2010	06-Jul-2010	Change	Change %	Previous Week
Open	121-180	121-240	0-060	0.2%	120-240
High	121-230	121-250	0-020	0.1%	122-020
Low	121-080	121-100	0-020	0.1%	120-220
Close	121-120	121-250	0-130	0.3%	121-120
Range	0-150	0-150	0-000	0.0%	1-120
ATR	0-168	0-167	-0-001	-0.8%	0-000
Volume	1,269	357	-912	-71.9%	1,873

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	123-010	122-280	122-012
R3	122-180	122-130	121-291
R2	122-030	122-030	121-278
R1	121-300	121-300	121-264	122-005
PP	121-200	121-200	121-200	121-212
S1	121-150	121-150	121-236	121-175
S2	121-050	121-050	121-222
S3	120-220	121-000	121-209
S4	120-070	120-170	121-168

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	125-160	124-260	122-042
R3	124-040	123-140	121-241
R2	122-240	122-240	121-201
R1	122-020	122-020	121-160	122-130
PP	121-120	121-120	121-120	121-175
S1	120-220	120-220	121-080	121-010
S2	120-000	120-000	121-039
S3	118-200	119-100	120-319
S4	117-080	117-300	120-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-020	121-050	0-290	0.7%	0-164	0.4%	69%	False	False	436
10	122-020	119-090	2-250	2.3%	0-161	0.4%	90%	False	False	257
20	122-020	118-220	3-120	2.8%	0-087	0.2%	92%	False	False	142
40	122-020	116-070	5-270	4.8%	0-064	0.2%	95%	False	False	82

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	0-022

Fibonacci Retracements and Extensions
4.250	123-248
2.618	123-003
1.618	122-173
1.000	122-080
0.618	122-023
HIGH	121-250
0.618	121-193
0.500	121-175
0.382	121-157
LOW	121-100
0.618	121-007
1.000	120-270
1.618	120-177
2.618	120-027
4.250	119-102

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	121-225	121-237
PP	121-200	121-223
S1	121-175	121-210

Download as Excel Spreadsheet

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

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