ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 115-090 115-250 0-160 0.4% 113-260
High 115-200 116-240 1-040 1.0% 115-060
Low 115-090 115-250 0-160 0.4% 113-260
Close 115-140 115-310 0-170 0.5% 115-060
Range 0-110 0-310 0-200 181.8% 1-120
ATR 0-130 0-150 0-021 16.0% 0-000
Volume 1 9 8 800.0% 5
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 119-023 118-157 116-160
R3 118-033 117-167 116-075
R2 117-043 117-043 116-047
R1 116-177 116-177 116-018 116-270
PP 116-053 116-053 116-053 116-100
S1 115-187 115-187 115-282 115-280
S2 115-063 115-063 115-253
S3 114-073 114-197 115-225
S4 113-083 113-207 115-140
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 118-273 118-127 115-302
R3 117-153 117-007 115-181
R2 116-033 116-033 115-141
R1 115-207 115-207 115-100 115-280
PP 114-233 114-233 114-233 114-270
S1 114-087 114-087 115-020 114-160
S2 113-113 113-113 114-299
S3 111-313 112-287 114-259
S4 110-193 111-167 114-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-240 114-240 2-000 1.7% 0-084 0.2% 61% True False 2
10 116-240 113-050 3-190 3.1% 0-042 0.1% 78% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 120-278
2.618 119-092
1.618 118-102
1.000 117-230
0.618 117-112
HIGH 116-240
0.618 116-122
0.500 116-085
0.382 116-048
LOW 115-250
0.618 115-058
1.000 114-260
1.618 114-068
2.618 113-078
4.250 111-212
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 116-085 115-287
PP 116-053 115-263
S1 116-022 115-240

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

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