ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 26-Apr-2010

Day Change Summary
	Previous	Current
	23-Apr-2010	26-Apr-2010	Change	Change %	Previous Week
Open	116-270	116-165	-0-105	-0.3%	117-060
High	116-310	116-260	-0-050	-0.1%	117-135
Low	116-100	116-100	0-000	0.0%	116-100
Close	116-145	116-185	0-040	0.1%	116-145
Range	0-210	0-160	-0-050	-23.8%	1-035
ATR	0-190	0-188	-0-002	-1.1%	0-000
Volume	1,195,297	1,081,544	-113,753	-9.5%	5,090,002

Daily Pivots for day following 26-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-022	117-263	116-273
R3	117-182	117-103	116-229
R2	117-022	117-022	116-214
R1	116-263	116-263	116-200	116-302
PP	116-182	116-182	116-182	116-201
S1	116-103	116-103	116-170	116-142
S2	116-022	116-022	116-156
S3	115-182	115-263	116-141
S4	115-022	115-103	116-097

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	120-018	119-117	117-020
R3	118-303	118-082	116-243
R2	117-268	117-268	116-210
R1	117-047	117-047	116-178	116-300
PP	116-233	116-233	116-233	116-200
S1	116-012	116-012	116-112	115-265
S2	115-198	115-198	116-080
S3	114-163	114-297	116-047
S4	113-128	113-262	115-270

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-135	116-100	1-035	1.0%	0-177	0.5%	24%	False	True	951,740
10	117-135	116-025	1-110	1.2%	0-180	0.5%	37%	False	False	1,023,219
20	117-135	114-265	2-190	2.2%	0-175	0.5%	67%	False	False	927,803
40	117-225	114-265	2-280	2.5%	0-174	0.5%	61%	False	False	876,579
60	117-225	114-265	2-280	2.5%	0-171	0.5%	61%	False	False	628,217
80	117-225	113-180	4-045	3.6%	0-170	0.5%	73%	False	False	471,431

Crabel Price Patterns
NR	True
NR4	True
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	0-048
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-300
2.618	118-039
1.618	117-199
1.000	117-100
0.618	117-039
HIGH	116-260
0.618	116-199
0.500	116-180
0.382	116-161
LOW	116-100
0.618	116-001
1.000	115-260
1.618	115-161
2.618	115-001
4.250	114-060

Fisher Pivots for day following 26-Apr-2010
Pivot	1 day	3 day
R1	116-183	116-278
PP	116-182	116-247
S1	116-180	116-216

Download as Excel Spreadsheet

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

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