ECBOT 10 Year T-Note Future June 2010

Trading Metrics calculated at close of trading on 29-Apr-2010

Day Change Summary
	Previous	Current
	28-Apr-2010	29-Apr-2010	Change	Change %	Previous Week
Open	117-220	117-020	-0-200	-0.5%	117-060
High	117-300	117-145	-0-155	-0.4%	117-135
Low	116-305	116-290	-0-015	0.0%	116-100
Close	117-000	117-140	0-140	0.4%	116-145
Range	0-315	0-175	-0-140	-44.4%	1-035
ATR	0-211	0-209	-0-003	-1.2%	0-000
Volume	1,594,625	1,565,336	-29,289	-1.8%	5,090,002

Daily Pivots for day following 29-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	118-290	118-230	117-236
R3	118-115	118-055	117-188
R2	117-260	117-260	117-172
R1	117-200	117-200	117-156	117-230
PP	117-085	117-085	117-085	117-100
S1	117-025	117-025	117-124	117-055
S2	116-230	116-230	117-108
S3	116-055	116-170	117-092
S4	115-200	115-315	117-044

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	117-300	116-100	1-200	1.4%	0-251	0.7%	69%	False	False	1,238,984
10	117-300	116-100	1-200	1.4%	0-223	0.6%	69%	False	False	1,111,493
20	117-300	114-265	3-035	2.6%	0-199	0.5%	84%	False	False	1,002,624
40	117-300	114-265	3-035	2.6%	0-187	0.5%	84%	False	False	919,083
60	117-300	114-265	3-035	2.6%	0-180	0.5%	84%	False	False	693,368
80	117-300	114-000	3-300	3.4%	0-173	0.5%	87%	False	False	520,401
100	117-300	113-180	4-120	3.7%	0-159	0.4%	89%	False	False	416,327

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	0-048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-249
2.618	118-283
1.618	118-108
1.000	118-000
0.618	117-253
HIGH	117-145
0.618	117-078
0.500	117-058
0.382	117-037
LOW	116-290
0.618	116-182
1.000	116-115
1.618	116-007
2.618	115-152
4.250	114-186

Fisher Pivots for day following 29-Apr-2010
Pivot	1 day	3 day
R1	117-112	117-122
PP	117-085	117-105
S1	117-058	117-088

Download as Excel Spreadsheet

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

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