ECBOT 10 Year T-Note Future December 2010


Trading Metrics calculated at close of trading on 27-May-2010
Day Change Summary
Previous Current
26-May-2010 27-May-2010 Change Change % Previous Week
Open 119-030 118-210 -0-140 -0.4% 117-190
High 119-030 118-210 -0-140 -0.4% 119-160
Low 119-030 118-140 -0-210 -0.6% 117-190
Close 119-030 118-090 -0-260 -0.7% 119-010
Range 0-000 0-070 0-070 1-290
ATR 0-194 0-195 0-001 0.6% 0-000
Volume 95 95 0 0.0% 48
Daily Pivots for day following 27-May-2010
Classic Woodie Camarilla DeMark
R4 119-037 118-293 118-128
R3 118-287 118-223 118-109
R2 118-217 118-217 118-103
R1 118-153 118-153 118-096 118-150
PP 118-147 118-147 118-147 118-145
S1 118-083 118-083 118-084 118-080
S2 118-077 118-077 118-077
S3 118-007 118-013 118-071
S4 117-257 117-263 118-052
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
5 120-130 118-140 1-310 1.7% 0-072 0.2% -8% False True 41
10 120-130 117-090 3-040 2.6% 0-049 0.1% 32% False False 25
20 120-130 114-240 5-210 4.8% 0-074 0.2% 62% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-188
2.618 119-073
1.618 119-003
1.000 118-280
0.618 118-253
HIGH 118-210
0.618 118-183
0.500 118-175
0.382 118-167
LOW 118-140
0.618 118-097
1.000 118-070
1.618 118-027
2.618 117-277
4.250 117-162
Fisher Pivots for day following 27-May-2010
Pivot 1 day 3 day
R1 118-175 119-135
PP 118-147 119-013
S1 118-118 118-212

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

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