ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 27-Apr-2010

Day Change Summary
	Previous	Current
	26-Apr-2010	27-Apr-2010	Change	Change %	Previous Week
Open	116-165	116-205	0-040	0.1%	117-060
High	116-260	117-270	1-010	0.9%	117-135
Low	116-100	116-195	0-095	0.3%	116-100
Close	116-185	117-210	1-025	0.9%	116-145
Range	0-160	1-075	0-235	146.9%	1-035
ATR	0-188	0-203	0-016	8.3%	0-000
Volume	1,081,544	758,120	-323,424	-29.9%	5,090,002

Daily Pivots for day following 27-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	121-023	120-192	118-107
R3	119-268	119-117	117-319
R2	118-193	118-193	117-282
R1	118-042	118-042	117-246	118-118
PP	117-118	117-118	117-118	117-156
S1	116-287	116-287	117-174	117-042
S2	116-043	116-043	117-138
S3	114-288	115-212	117-101
S4	113-213	114-137	116-313

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	117-270	116-100	1-170	1.3%	0-235	0.6%	88%	True	False	937,979
10	117-270	116-025	1-245	1.5%	0-206	0.5%	89%	True	False	1,010,677
20	117-270	114-265	3-005	2.6%	0-189	0.5%	94%	True	False	918,485
40	117-270	114-265	3-005	2.6%	0-181	0.5%	94%	True	False	873,565
60	117-270	114-265	3-005	2.6%	0-175	0.5%	94%	True	False	640,759
80	117-270	113-210	4-060	3.6%	0-171	0.5%	96%	True	False	480,907

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	0-048
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	123-029
2.618	121-024
1.618	119-269
1.000	119-025
0.618	118-194
HIGH	117-270
0.618	117-119
0.500	117-072
0.382	117-026
LOW	116-195
0.618	115-271
1.000	115-120
1.618	114-196
2.618	113-121
4.250	111-116

Fisher Pivots for day following 27-Apr-2010
Pivot	1 day	3 day
R1	117-164	117-148
PP	117-118	117-087
S1	117-072	117-025

Download as Excel Spreadsheet

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

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