ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 117-210 118-200 0-310 0.8% 116-110
High 117-210 119-000 1-110 1.1% 117-090
Low 117-210 118-190 0-300 0.8% 116-070
Close 117-260 118-180 0-240 0.6% 117-090
Range 0-000 0-130 0-130 1-020
ATR 0-158 0-174 0-016 10.0% 0-000
Volume 17 2 -15 -88.2% 65
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 119-300 119-210 118-252
R3 119-170 119-080 118-216
R2 119-040 119-040 118-204
R1 118-270 118-270 118-192 118-250
PP 118-230 118-230 118-230 118-220
S1 118-140 118-140 118-168 118-120
S2 118-100 118-100 118-156
S3 117-290 118-010 118-144
S4 117-160 117-200 118-108
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 120-037 119-243 117-277
R3 119-017 118-223 117-184
R2 117-317 117-317 117-152
R1 117-203 117-203 117-121 117-260
PP 116-297 116-297 116-297 117-005
S1 116-183 116-183 117-059 116-240
S2 115-277 115-277 117-028
S3 114-257 115-163 116-316
S4 113-237 114-143 116-223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-000 117-090 1-230 1.4% 0-026 0.1% 75% True False 9
10 119-000 116-070 2-250 2.3% 0-013 0.0% 84% True False 11
20 119-000 113-050 5-270 4.9% 0-056 0.1% 93% True False 8
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 0-001
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120-232
2.618 120-020
1.618 119-210
1.000 119-130
0.618 119-080
HIGH 119-000
0.618 118-270
0.500 118-255
0.382 118-240
LOW 118-190
0.618 118-110
1.000 118-060
1.618 117-300
2.618 117-170
4.250 116-278
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 118-255 118-155
PP 118-230 118-130
S1 118-205 118-105

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

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