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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols