ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 118-200 119-160 0-280 0.7% 117-190
High 119-000 119-160 0-160 0.4% 119-160
Low 118-190 119-160 0-290 0.8% 117-190
Close 118-180 119-010 0-150 0.4% 119-010
Range 0-130 0-000 -0-130 -100.0% 1-290
ATR 0-174 0-183 0-009 5.2% 0-000
Volume 2 12 10 500.0% 48
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 119-110 119-060 119-010
R3 119-110 119-060 119-010
R2 119-110 119-110 119-010
R1 119-060 119-060 119-010 119-085
PP 119-110 119-110 119-110 119-122
S1 119-060 119-060 119-010 119-085
S2 119-110 119-110 119-010
S3 119-110 119-060 119-010
S4 119-110 119-060 119-010
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 124-137 123-203 120-026
R3 122-167 121-233 119-178
R2 120-197 120-197 119-122
R1 119-263 119-263 119-066 120-070
PP 118-227 118-227 118-227 118-290
S1 117-293 117-293 118-274 118-100
S2 116-257 116-257 118-218
S3 114-287 116-003 118-162
S4 112-317 114-033 117-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-160 117-190 1-290 1.6% 0-026 0.1% 75% True False 9
10 119-160 116-070 3-090 2.8% 0-013 0.0% 86% True False 11
20 119-160 113-260 5-220 4.8% 0-056 0.1% 92% True False 8
Crabel Price Patterns
NR True
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-160
2.618 119-160
1.618 119-160
1.000 119-160
0.618 119-160
HIGH 119-160
0.618 119-160
0.500 119-160
0.382 119-160
LOW 119-160
0.618 119-160
1.000 119-160
1.618 119-160
2.618 119-160
4.250 119-160
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 119-160 118-282
PP 119-110 118-233
S1 119-060 118-185

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

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