ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 116-160 117-040 0-200 0.5% 114-240
High 118-090 117-040 -1-050 -1.0% 118-090
Low 116-160 117-040 0-200 0.5% 114-240
Close 117-130 117-040 -0-090 -0.2% 117-040
Range 1-250 0-000 -1-250 -100.0% 3-170
ATR 0-193 0-185 -0-007 -3.8% 0-000
Volume 28 13 -15 -53.6% 52
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 117-040 117-040 117-040
R3 117-040 117-040 117-040
R2 117-040 117-040 117-040
R1 117-040 117-040 117-040 117-040
PP 117-040 117-040 117-040 117-040
S1 117-040 117-040 117-040 117-040
S2 117-040 117-040 117-040
S3 117-040 117-040 117-040
S4 117-040 117-040 117-040
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 127-100 125-240 119-022
R3 123-250 122-070 118-031
R2 120-080 120-080 117-247
R1 118-220 118-220 117-144 119-150
PP 116-230 116-230 116-230 117-035
S1 115-050 115-050 116-256 115-300
S2 113-060 113-060 116-153
S3 109-210 111-200 116-049
S4 106-040 108-030 115-058
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% 67% False False 10
10 118-090 113-260 4-150 3.8% 0-099 0.3% 74% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-040
2.618 117-040
1.618 117-040
1.000 117-040
0.618 117-040
HIGH 117-040
0.618 117-040
0.500 117-040
0.382 117-040
LOW 117-040
0.618 117-040
1.000 117-040
1.618 117-040
2.618 117-040
4.250 117-040
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 117-040 117-030
PP 117-040 117-020
S1 117-040 117-010

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

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