ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 118-290 119-220 0-250 0.7% 117-190
High 118-290 120-130 1-160 1.3% 119-160
Low 118-290 119-160 0-190 0.5% 117-190
Close 118-290 119-210 0-240 0.6% 119-010
Range 0-000 0-290 0-290 1-290
ATR 0-173 0-195 0-022 12.7% 0-000
Volume 2 1 -1 -50.0% 48
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 122-183 122-007 120-050
R3 121-213 121-037 119-290
R2 120-243 120-243 119-263
R1 120-067 120-067 119-237 120-010
PP 119-273 119-273 119-273 119-245
S1 119-097 119-097 119-183 119-040
S2 118-303 118-303 119-157
S3 118-013 118-127 119-130
S4 117-043 117-157 119-050
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
5 120-130 117-210 2-240 2.3% 0-084 0.2% 73% True False 6
10 120-130 116-070 4-060 3.5% 0-042 0.1% 82% True False 9
20 120-130 114-090 6-040 5.1% 0-070 0.2% 88% 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 0-007
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 124-082
2.618 122-249
1.618 121-279
1.000 121-100
0.618 120-309
HIGH 120-130
0.618 120-019
0.500 119-305
0.382 119-271
LOW 119-160
0.618 118-301
1.000 118-190
1.618 118-011
2.618 117-041
4.250 115-208
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 119-305 119-210
PP 119-273 119-210
S1 119-242 119-210

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

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