ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 115-250 116-160 0-230 0.6% 113-260
High 116-240 118-090 1-170 1.3% 115-060
Low 115-250 116-160 0-230 0.6% 113-260
Close 115-310 117-130 1-140 1.2% 115-060
Range 0-310 1-250 0-260 83.9% 1-120
ATR 0-150 0-193 0-042 28.0% 0-000
Volume 9 28 19 211.1% 5
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 122-237 121-273 118-124
R3 120-307 120-023 117-287
R2 119-057 119-057 117-234
R1 118-093 118-093 117-182 118-235
PP 117-127 117-127 117-127 117-198
S1 116-163 116-163 117-078 116-305
S2 115-197 115-197 117-026
S3 113-267 114-233 116-293
S4 112-017 112-303 116-136
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
5 118-090 114-240 3-170 3.0% 0-198 0.5% 75% True False 8
10 118-090 113-050 5-040 4.4% 0-099 0.3% 83% True False 4
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 18 trading days
Fibonacci Retracements and Extensions
4.250 125-272
2.618 122-302
1.618 121-052
1.000 120-020
0.618 119-122
HIGH 118-090
0.618 117-192
0.500 117-125
0.382 117-058
LOW 116-160
0.618 115-128
1.000 114-230
1.618 113-198
2.618 111-268
4.250 108-298
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 117-128 117-063
PP 117-127 116-317
S1 117-125 116-250

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

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