ECBOT 10 Year T-Note Future December 2010

Trading Metrics calculated at close of trading on 04-Jun-2010

Day Change Summary
	Previous	Current
	03-Jun-2010	04-Jun-2010	Change	Change %	Previous Week
Open	118-100	119-050	0-270	0.7%	118-210
High	118-100	119-170	1-070	1.0%	119-170
Low	118-100	119-050	0-270	0.7%	118-100
Close	118-030	119-160	1-130	1.2%	119-160
Range	0-000	0-120	0-120		1-070
ATR	0-168	0-188	0-021	12.5%	0-000
Volume	33	1	-32	-97.0%	100

Daily Pivots for day following 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-167	120-123	119-226
R3	120-047	120-003	119-193
R2	119-247	119-247	119-182
R1	119-203	119-203	119-171	119-225
PP	119-127	119-127	119-127	119-138
S1	119-083	119-083	119-149	119-105
S2	119-007	119-007	119-138
S3	118-207	118-283	119-127
S4	118-087	118-163	119-094

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	122-247	122-113	120-054
R3	121-177	121-043	119-267
R2	120-107	120-107	119-232
R1	119-293	119-293	119-196	120-040
PP	119-037	119-037	119-037	119-070
S1	118-223	118-223	119-124	118-290
S2	117-287	117-287	119-088
S3	116-217	117-153	119-053
S4	115-147	116-083	118-266

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-170	117-140	2-030	1.8%	0-024	0.1%	99%	True	False	20
10	120-130	117-140	2-310	2.5%	0-048	0.1%	69%	False	False	30
20	120-130	116-070	4-060	3.5%	0-030	0.1%	78%	False	False	21

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	0-006
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-040
2.618	120-164
1.618	120-044
1.000	119-290
0.618	119-244
HIGH	119-170
0.618	119-124
0.500	119-110
0.382	119-096
LOW	119-050
0.618	118-296
1.000	118-250
1.618	118-176
2.618	118-056
4.250	117-180

Fisher Pivots for day following 04-Jun-2010
Pivot	1 day	3 day
R1	119-143	119-098
PP	119-127	119-037
S1	119-110	118-295

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